- Classical definition of probability, and classical probability problems of calculation of chances. Elements of combinatorics.

- Classical statistical problems and methods (astronomy, geodesy; least-squares method, maximum-likelihood method.

- Law of large numbers of J.Bernoulli («Ars conjectandi», 1713). The de Moivre--Laplace and Poisson theorems.

- Axiomatics of Kolmogorov. Concepts of probability space.

- Basic notions of probability theory (random variable, expectation, characteristic function,...).

- Stochastic (random) processes: construction and models.

- Basic classes of stochastic processes (Markov processes, stationary processes,...).

- Diffusion processes (by Kolmogorov and Ito).

- Martingales and related processes.

- Basic problems and methods of mathematical statistics.