Depending on the chosen area of applied mathematics in engineering, some of the random processes classes will be covered in detailed: Stationary processes, Markov processes, counting processes, Gauss processes, diffusion processes, martingale, complex processes, Reversible processes, Decision-making processes, branching processes, Brown movement. Part of the teaching is realized through independent research and study work in the field of mathematics. Research and study work includes active following of primary scientific sources, organization and conducting experiments and statistical data processing, numeric simulation, possible writing of scientific paper in the field of mathematics.