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1. Annex

2. Second-order parabolic and hyperbolic PDEs

3. Second-order linear elliptic PDEs: maximum principle and classical solutions

4. Distributions

5. Second-order linear elliptic PDEs: weak solutions

6. Sobolev spaces

7. Notations and review

8. First-order PDEs: classical and weak solutions

9. Partial differential equations

10. Elements of classical theory of stochastic processes

11. Random variables and their quantitative characteristics

12. Stochastic differential equations, diffusion processes and their applications

13. Supplementary problems

14. Weak convergence of sequences of random variables

15. Discrete time stochastic analysis: further results and applications

16. Absolute continuity of probability measures and conditional expectations

17. Discrete time stochastic analysis: basic results

18. General theory of stochastic processes under 'usual conditions'

19. Expectations and convergence of sequences of random variables

20. Probabilistic Foundations

21. General theory of stochastic processes in applications

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