The book outlines the main sections of the modern course of probability theory, including conditional distributions, limit theorems, and the method of characteristic functions. The last chapter presents probability models demonstrating the use of probability theory tools in solving problems in the field of decision theory and conflict management. The book is recommended by the UMC of the Faculty of Applied Mathematics - Management Processes of St. Petersburg State University as a textbook for university students studying in the areas of "Applied Mathematics and Informatics," "Fundamental Informatics and Information Technologies," "System Analysis and Management." The book can be useful for scientists and specialists using probability theory and probabilistic modeling in solving scientific and applied problems.