Probability and statistics have brought fruitful achievements intersecting with other branches of mathematics and sciences. In icm2006, Wendelin Werner received a Fields Medal "for his contributions to the development of stochastic Loewner evolution, the geometry of two-dimensional Brownian motion, and conformal field theory". Andrei Okounkov received a Fields Medal "for his contributions bridging probability, representation theory and algebraic geometry". The founder of Stochastice Analysis, Kiyoshi Ito, received the first Gauss Prize for Applications of Mathematics. Nevanlinna Prize was awarded to Jon Kleinberg for his important contributions to Internet search and stochstic complex networks. In this lecture I shall briefly talk about some active research directions, with the preference of my own interets, of the intersection between Probability and other branches of Mathematics and Sciences.