The aim of this book is to give a unified presentation of the local stereological methods developed within the last ten years. "Local Stereology" is a collection of local integral geometric formulae which can be used in the non-parametric estimation of local spatial characteristics. The main applications are in particle analysis and in the study of the spatial arrangement of structures. Only very weak assumptions are needed for the structures under study. For instance, specific particle shape assumptions are not necessary.

In this book, an integrated introduction to the statistical inference is provided from a frequentist likelihood-based viewpoint. Classical results are presented together with recent developments largely built upon ideas due to R.A. Fisher. After a unified review of background material (statistical methods, likelihood, data reductions, first-order asymptotics) and inference in the presence of nuisance parameters (including pseufo-likelihoods), a self-contained introduction is given to exponential families, exponential dispersion models, generalized linear models, and group families. Finally,...

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, chemistry and finance. However, stochastic calculus is based on a deep mathematical theory.

This book is suitable for the reader without a deep mathematical background. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black -- Scholes option pricing formula is derived. The book can...