Lectures on the Theory of Stochastic Processes

This work contains a collection of lectures on stochastic processes. The material is arranged in such a way to fit a lecture time of one-and-a-half hours, in order to make the book convenient for lecturers and students. The book can be used in the preparation of courses in stochastic processes for which an understanding of basic notions of mathematical analysis, theory of complex functions, theory of differential equations and probability theory is required. The subjects in the book have different levels of abstraction.