The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva- lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par- ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate." The...