Stationary Increments of Discrete Time Stochastic Processes: Spectral Representation -- Extrapolation Problem for Stochastic Sequences with Stationary nth Increments -- Interpolation Problem for Stochastic Sequences with Stationary nth Increments -- Extrapolation Problem for Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise -- Interpolation Problem for Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise -- Filtering Problem of Stochastic Sequences with Stationary nth Increments Based on Observations with Stationary Noise -- Interpolation Problem for Stochastic Sequences with Stationary nth Increments Observed with Non-stationary Noise -- Filtering Problem for Stochastic Sequences with Stationary nth Increments Observed with Non-stationary Noise -- Stationary Increments of Continuous Time Stochastic Processes: Spectral Representation -- Extrapolation Problem for Stochastic Processes with Stationary nth Increments -- Interpolation Problem for Stochastic Processes with Stationary nth Increments -- Filtering Problem for Stochastic Processes with Stationary nth Increments -- Problems to Solve -- Elements of Convex Optimization.