Agire sociale e natura umana / / Axel Honneth, Hans Joas

• Record Nr.: UNINA9910768383703321
• Autore: Honneth Axel
• Pubbl/distr/stampa: Torino, : Rosenberg & Sellier, 2023
• ISBN: 979-1-259-93139-9
• Descrizione fisica: 1 online resource (264 p.)
• Altri autori (Persone): JoasHans; AlexandratosFrancesca Sofia; HonnethAxel; TaylorCharles
• Soggetti: Philosophy; Anthropology; antropologia filosofica; movimenti femministi; ecologisti; controculturali; natura umana; Feuerbach; marxismo; antropologia filosofica tedesca; Foucault; Habermas; anthropologie philosophique; mouvements féministes; écologistes; mouvements contre-culturels; nature humaine; marxisme; anthropologie philosophique allemande; philosophical anthropology; feminist movements; ecologists; countercultural movements; human nature; Marxism; German philosophical anthropology
• Lingua di pubblicazione: Italiano
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Sommario/riassunto: Nel 1980 Axel Honneth e Hans Joas pubblicano a quattro mani Soziales Handeln und menschliche Natur, un’opera di antropologia filosofica. Sulla scia dei movimenti femministi, ecologisti e controculturali, i due autori sfidano i consueti timori verso una ripresa del concetto di natura umana e riportano al centro del dibattito delle scienze sociali l’urgenza di ripensare l’essere umano alla luce della sua appartenenza alla natura e della sua relazione pratica con essa, cogliendone la creatività, il carattere significativo e l’intrinseca radice intersoggettiva. Attraverso la ricostruzione delle riflessioni antropologiche sviluppate da Feuerbach, dal marxismo, dall’antropologia filosofica tedesca, sino ad arrivare a Foucault e Habermas, Honneth e Joas dischiudono nuovi orizzonti di critica sulle società contemporanee. Questo nuovo volume della collana “La critica sociale” è la prima traduzione italiana di Soziales Handeln und menschliche Natur, a cura di Francesca Sofia Alexandratos, con un’introduzione degli autori all’edizione italiana, la prefazione di Charles Taylor all’edizione inglese e una postfazione di Francesca Sofia Alexandratos.

Stochastic Integration by Parts and Functional Itô Calculus / / by Vlad Bally, Lucia Caramellino, Rama Cont ; edited by Frederic Utzet, Josep Vives

• Record Nr.: UNINA9910254067503321
• Autore: Bally Vlad
• Pubbl/distr/stampa: Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2016
• ISBN: 3-319-27128-8
• Edizione: [1st ed. 2016.]
• Descrizione fisica: 1 online resource (IX, 207 p. 1 illus. in color.)
• Collana: Advanced Courses in Mathematics - CRM Barcelona, , 2297-0304
• Disciplina: 510
• Soggetti: Probabilities; Differential equations; Differential equations, Partial; Probability Theory and Stochastic Processes; Ordinary Differential Equations; Partial Differential Equations
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Bibliographic Level Mode of Issuance: Monograph
• Nota di contenuto: Intro -- Foreword -- Contents -- Part I Integration by Parts Formulas, Malliavin Calculus, and Regularity of Probability Laws -- Preface -- Problem 1 -- Problem 2 -- Problem 3 -- Problem 4 -- Conclusion -- Chapter 1 Integration by parts formulas and the Riesz transform -- 1.1 Sobolev spaces associated to probability measures -- 1.2 The Riesz transform -- 1.3 A first absolute continuity criterion: Malliavin-Thalmaier representation formula -- 1.4 Estimate of the Riesz transform -- 1.5 Regularity of the density -- 1.6 Estimate of the tails of the density -- 1.7 Local integration by parts formulas and local densities -- 1.8 Random variables -- Chapter 2 Construction of integration by parts formulas -- 2.1 Construction of integration by parts formulas -- 2.1.1 Derivative operators -- 2.1.2 Duality and integration by parts formulas -- 2.1.3 Estimation of the weights -- Iterated derivative operators, Sobolev norms -- Estimate of |γ(F)|l -- Bounds for the weights Hqβ (F,G) -- 2.1.4 Norms and weights -- 2.2 Short introduction to Malliavin calculus -- 2.2.1 Differential operators ; -- Step 1: Finite-dimensional di erential calculus in dimension n -- Step 2: Finite-dimensional di erential calculus in arbitrary dimension -- Step 3: Infinite-dimensional calculus -- 2.2.2 Computation rules and integration by parts formulas -- 2.3 Representation and estimates for the density -- 2.4 Comparisons between density functions -- 2.4.1 Localized representation formulas for the density -- 2.4.2 The distance between density functions -- 2.5 Convergence in total variation for a sequence of Wiener functionals -- Chapter 3 Regularity of probability laws by using an interpolation method -- 3.1 Notations -- 3.2 Criterion for the regularity of a probability law -- 3.3 Random variables and integration by parts -- 3.4 Examples -- 3.4.1 Path dependent SDE's.; 3.4.2 Diffusion processes -- 3.4.3 Stochastic heat equation -- 3.5 Appendix A: Hermite expansions and density estimates -- 3.6 Appendix B: Interpolation spaces -- 3.7 Appendix C: Superkernels -- Bibliography -- Part II Functional Itô Calculus and Functional Kolmogorov Equations -- Preface -- Chapter 4 Overview -- 4.1 Functional Itô Calculus -- 4.2 Martingale representation formulas -- 4.3 Functional Kolmogorov equations and path dependent PDEs -- 4.4 Outline -- Notations -- Chapter 5 Pathwise calculus for non-anticipative functionals -- 5.1 Non-anticipative functionals -- 5.2 Horizontal and vertical derivatives -- 5.2.1 Horizontal derivative -- 5.2.2 Vertical derivative -- 5.2.3 Regular functionals -- 5.3 Pathwise integration and functional change of variable formula -- 5.3.1 Quadratic variation of a path along a sequence of partitions -- 5.3.2 Functional change of variable formula -- 5.3.3 Pathwise integration for paths of finite quadratic variation -- 5.4 Functionals defined on continuous paths -- 5.5 Application to functionals of stochastic processes -- Chapter 6 The functional Itô formula -- 6.1 Semimartingales and quadratic variation -- 6.2 The functional Itô formula -- 6.3 Functionals with dependence on quadratic variation -- Chapter 7 Weak functional calculus for square-integrable processes -- 7.1 Vertical derivative of an adapted process -- 7.2 Martingale representation formula -- 7.3 Weak derivative for square integrable functionals -- 7.4 Relation with the Malliavin derivative -- 7.5 Extension to semimartingales -- 7.6 Changing the reference martingale -- 7.7 Forward-Backward SDEs -- Chapter 8 Functional Kolmogorov equations -- 8.1 Functional Kolmogorov equations and harmonic functionals -- 8.1.1 Stochastic differential equations with path dependent coefficients -- 8.1.2 Local martingales and harmonic functionals.; 8.1.3 Sub-solutions and super-solutions -- 8.1.4 Comparison principle and uniqueness -- 8.1.5 Feynman-Kac formula for path dependent functionals -- 8.2 FBSDEs and semilinear functional PDEs -- 8.3 Non-Markovian stochastic control and path dependent HJB equations -- 8.4 Weak solutions -- Comments and references -- Bibliography.
• Sommario/riassunto: This volume contains lecture notes from the courses given by Vlad Bally and Rama Cont at the Barcelona Summer School on Stochastic Analysis (July 2012). The notes of the course by Vlad Bally, co-authored with Lucia Caramellino, develop integration by parts formulas in an abstract setting, extending Malliavin's work on abstract Wiener spaces. The results are applied to prove absolute continuity and regularity results of the density for a broad class of random processes. Rama Cont's notes provide an introduction to the Functional Itô Calculus, a non-anticipative functional calculus that extends the classical Itô calculus to path-dependent functionals of stochastic processes. This calculus leads to a new class of path-dependent partial differential equations, termed Functional Kolmogorov Equations, which arise in the study of martingales and forward-backward stochastic differential equations. ; This book will appeal to both young and senior researchers in probability and stochastic processes, as well as to practitioners in mathematical finance.