The research of laser-matter interaction has become a major direction in the field of laser physics since the invention of laser in 1960. Based on the development of the laser technique in the recent several decades, the ranges of the laser's frequency, intensity and pulse width have been explored widely. Therefore, the excitation, emission and ionization dynamic processes of a complex system in intense laser fields have been studied deeply. Especially, the nonsequential double ionization (NSDI) process has continuously attracted much attention from both experimental and theoretical sides. So far, the recollision picture is widely accepted as a dominating mechanism accounting for the NSDI process under an infrared (IR) laser field condition. This recollision picture can be classified into two mechanisms:the collision-ionization (CI) mechanism and the collision-excitation-ionization (CEI) mechanism. Recently, it is found that the NSDI process can take place in an extreme ultraviolet (XUV) laser field, and thus few-photon double ionization has been extensive studied by solving the full-dimensional time-dependent Schrdinger equation (TDSE) and the conventional nonstationary perturbation theory. This article reviews the frequency-domain theory of the NSDI processes of an atom in a monochromatic IR and IR+XUV two-color laser fields. In contrast with other approaches, such as the TDSE calculation and S-matrix method, the frequency-domain theory based on the nonperturbative quantum electrodynamics is involved in some advantages:(i) all the recollision processes, including high-order above-threshold ionization (HATI), high-order harmonic generation (HHG) and NSDI, can be dealt under the unified theoretical frame and can be decoupled into two processesa direct above-threshold ionization (ATI) followed by a laser-assisted collision (LAC) or by a laser-assisted recombination process, where these subprocesses can be investigated separately; (ii) the approach can save a lot of computation time because of its nature of time-independent. In this review, we show the different momentum spectral distributions under the CI and CEI mechanisms in the IR and IR+XUV laser fields. With the help of the channel analysis, we compare the contributions of the forward and backward collisions to the NSDI under two conditions of the monochromic IR and IR+XUV two-color laser fields. It is found that, in the CI mechanism, the backward collision makes major contribution to the NSDI in the IR laser field, while the forward collision plays a crucial role in the NSDI when the energy of the recolliding electron is very large in the IR+XUV two-color laser fields. Furthermore, by employing the saddle-point approximation, it is found that the momentum spectrum, whether in the monochromic IR or the IR+XUV two-color laser fields, is attributed to the interference between two trajectories at different saddle-point t0 and 2/1-t0 (1 is the frequency of an IR laser field) when the collision happens in each channel. On the other hand, in the CEI mechanism, the momentum spectra in the monochromic IR or the IR+XUV two-color laser fields present a distinct difference. It is further found that the momentum spectrum in the IR+XUV two-color laser fields is involved in the much more channels than that in the monochromic IR laser field, and thus the complex interference patterns in the momentum spectrum in the two-color laser fields are shown. Moreover, it is found that, in both the CI and CEI mechanisms, the XUV laser field in the NSDI not only can enhance the ionization probability of the first electron, but also can accelerate the first ionized electron so that the bound electron can gain much energy by collision, which is in favor of significant boost of the NSDI probability. This work can help people understand more deeply about the NSDI, and also may pave a way for us to continue investigating the NSDI process of complex system in intense laser fields.