The St. Andrews site is an invaluable resource. From that list, I picked (usually) at most one great mathematician born in each year from 1860 to 1910:
$\textbf{EDIT: By popular demand, the list now extends from 1849 to 1920.}$
1849: Felix Klein, Ferdinand Georg Frobenius
1850: Sofia Vasilyevna Kovalevskaya
1851: honorable mention: Schottky
1852: William Burnside
1853: honorable mentions: Maschke, Ricci-Curbastro, Schoenflies
1854: Henri Poincare
1856: Emile Picard (honorable mention: Stieltjes)
1857: honorable mention: Bolza
1858: Giuseppe Peano (honorable mention: Goursat)
1859: Adolf Hurwitz (honorable mention: Holder)
1860: Vito Volterra
1861: honorable mention: Hensel
1862: David Hilbert
1864: Hermann Minkowski
1865: Jacques Hadamard (honorable mention: Castelnuovo)
1868: Felix Hausdorff
1869: Elie Cartan
1871: Emile Borel (honorable mentions: Enriques, Steinitz, Zermelo)
1873: honorable mentions: Caratheodory, Levi-Civita, Young
1874: Leonard Dickson
1875: Henri Lebesgue (honorable mentions: Schur, Takagi)
1877: Godfrey Harold Hardy
1878: Max Dehn
1879: honorable mentions: Hahn, Severi
1880: Frigyes Riesz
1881: Luitzen Egbertus Jan Brouwer
1882: Emmy Amalie Noether (honorable mentions: Sierpinski, Wedderburn)
1884: George Birkhoff, Solomon Lefschetz
1885: Hermann Weyl (honorable mention: Littlewood)
1887: Erich Hecke (honorable mentions: Polya, Ramanujan, Skolem)
1888: Louis Joel Mordell (honorable mention: Alexander)
1891: Ivan Matveevich Vinogradov
1892: Stefan Banach
1894: Norbert Wiener
1895: honorable mention: Bergman
1896: Carl Ludwig Siegel (honorable mention: Kuratowski)
1897: honorable mention: Jesse Douglas
1898: Emil Artin, Helmut Hasse (honorable mentions: Kneser, Urysohn)
1899: Oscar Zariski (honorable mentions: Bochner, Krull, Ore)
1900: Antoni Zygmund
1901: Richard Brauer
1902: Alfred Tarski (honorable mention: Hopf)
1903: John von Neumann (hm's: Hodge, Kolmogorov, de Rham, Segre, Stone, van der Waerden)
1904: Henri Cartan (honorable mentions: Hurewicz, Whitehead)
1905: Abraham Adrian Albert
1906: Kurt Godel, Andre Weil (honorable mentions: Dieudonne, Feller, Leray, Zorn)
1907: Lars Ahlfors, Hassler Whitney (honorable mentions: Coxeter, Deuring)
1908: Lev Pontrjagin
1909: Claude Chevalley, Saunders Mac Lane (honorable mentions: Stiefel, Ulam)
1910: Nathan Jacobson (honorable mention: Steenrod)
1911: Shiing-shen Chern (honorable mentions: Birkhoff, Chow, Kakutani, Witt)
1912: Alan Mathison Turing (honorable mentions: Eichler, Zassenhaus)
1913: Samuel Eilenberg, Paul Erdos, Israil Moiseevich Gelfand (dis/honorable mention: Teichmuller)
1914: honorable mentions: Dantzig, Dilworth, Kac
1915: Kunihiko Kodaira (honorable mentions: Hamming, Linnik, Tukey)
1916: Claude Elwood Shannon (honorable mention: Mackey)
1917: Atle Selberg (honorable mentions: Iwasawa, Kaplansky)
1918: Abraham Robinson
1919: honorable mention: Julia Robinson
1920: Alberto Calderon
The Fourier transform of the derivative $\mu$ of the Devil staircase is explicitely stated on the wikipedia page of the Cantor distribution, in the table at the right,
under the heading "cf" (characteristic function). Its value is
$$ \int_0^1 e^{itx} d\mu(x) = e^{it/2}\ \ \prod_{k=1}^\infty \cos(t/3^k)$$
Just multiply by $-1/it$, add $1/it$, and you get the Fourier transform of the Devil staircase.
A word on the proof. The Cantor distribution is the weak limit of the functions obtained by summing the indicator functions of the 2^n intervals generating the Cantor set at the nth step
(after renormalization). The Fourier transform of these sums can be computed explicitely. Then let n goes to infinity.
Best Answer
In the book Fourier Series and Wavelets, J.P. Kahane, P.G. Lemarié-Rieusset, Gordon and Breach Publishers, 1995, pp. 1 (available as a Publications Mathématiques d'Orsay here), the authors state that
"The subject matter of Fourier series consists essentially of two formulas :
(1) $$f(x) = \sum c_n e^{inx}, $$
(2) $$c_n = \int f(x) e ^{-inx} \frac{dx}{2 \pi}.$$
The first involves a series and the second an integral."
In the last paragraph of page 2, they add: "It is time to say that formulas (1) and (2) were never written by Fourier. Complex exponentials were not used in Fourier Series until well into the twentieth century".
Unfortunately, no references are given to this statement.
-- UPDATE 1: 1935
G.H.Hardy, J.E.Littlewood, "Notes on the theory of series (XIX): A problem concerning majorants of fourier series", Quartely Journal of Mathematics, Vol os-6, Issue 1, pp. 304-315, 1935, equation (1.1.1) explicit complex Fourier series equation. I have no access to the full paper so I cannot search for references.
A. Zygmund, Trigonometrical Series, 1935: §§1.13 (p. 2) and 1.43 (p. 6) give formulas (1) and (2) above.
-- UPDATE 2: 1892
J. de Séguier, "Sur la série de Fourier", Nouvelles annales de mathématiques 3e série, tome 11, p. 299-301, 1892
The paper begins with a very beautiful equation: "Considérons la série
$$S = \sum_{n =-\infty}^{+\infty} \frac{e^{\frac{2n i \pi z}{\omega}}}{\omega} \int_{u_0}^{u_0 + \omega} f(u) e^{-\frac{2n i \pi u}{\omega}}du.\text{"} $$
As we can see, the integral part of this equation is the complex Fourier coefficients. Therefore, $S$ represents the complex Fourier series.
One interesting conclusion: By the equation published in this paper, complex exponentials were used in Fourier Series BEFORE twentieth century
-- UPDATE 3: 1875
M.M. Briot et Bouquet, Théorie des Fonctions Elliptiques, Deuxième Édition, Gauthien-Villars, Paris, 1875
Under the title "Série de Fourier" (page 161), at page 162 we can see equations (2) and (3) that are expressions of Fourier series with complex exponentials.
The link for page 162: http://gallica.bnf.fr/ark:/12148/bpt6k99571w/f172.image