The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's stochastic climate model theory to recently obtained results.The author describes the stochastic (probabilistic) approach to the study of changes in the climate system. Climatic data and theoretical considerations suggest that a large part of climatic variation/variability has a random nature and can be analyzed using the theory of stochastic processes. This work summarizes the results of processing existing records of climatic parameters as well as appropriate theories: from the theory of random processes (based on the results of Kolmogorov and Yaglom) and Hasselmann's stochastic climate model theory to recently obtained results.Climatic System: Data, Processes, Scales, and Deterministic Models.- Theoretical Foundations of the Stochastic Approach to Climate Variability Studies.- Stochastic Models of Recent Climatic Changes.- Stochastic Models for Glacial Cycles.- Conclusion.Integrates data and theories collected and established in Russia and abroad The author is well known not only in Russia but also in the western worldDE