  This book contains a large number of exercises related to different
stochastic disciplines. Difficulty of the problems varies from the basic level
in the first chapter up to the analysis of articles in Probability, Statistics
and Computer Science. Range of the given exercises covers most of the
significant classical results of the area including techniques that arise in
modern stochastic disciplines. The book is recommended for the course
"Stochastic Analysis in problems" which is held by the Department of
Mathematical Foundations of Control in Moscow Institute of Physics and
Technology. Content of the book may be used for practical classes, exams and
for self-education reasons in various stochastic disciplines.
