This course gives an introduction to kinetic or transport theory. Our purpose is to discuss the mathematical passage from a microscopic description of a system of particles, via a probabilistic description to a macroscopic view. An extremely broad range of mathematical techniques is used in this course. Besides mathematical modeling, we make use of statistics and probability theory, ordinary dif- ferential equations, hyperbolic partial differential equations, integral equations (and thus functional analysis) and infinite-dimensional optimization. Among the astonishing discoveries of kinetic theory are the statistical interpretation of the Second Law of Thermodynamics, induced by the Boltzmann-Grad limit, and the result that the macroscopic equations describing fluid motion (namely the Euler and Navier-Stokes equations) can be inferred from abstract geometrical properties of integral scattering operators.