Part 1 Theory: probability; elementary introduction to the theory of stable laws; characteristic functions; probability densities; integral transformations; special functions and equations; multivariate stable laws; simulations; estimation. Part 2 Applications: some probabilistic models; correlated systems and fractals; anomalous diffusion and chaos; physics; radiophysics; astrophysics and cosmology; stochastic algorithms; financial applications; miscellany. Appendix.