There are many open problems related to Shannon information theory. For instance, it has long been recognized that the theory does not take account of the subjectivity of the observer, but all previous attempts to deal with this remained at a rather qualitative level. Another problem is the apparent discrepancy between discrete and continuous entropy. And a task of paramount importance is to define the Shannon entropy of a stochastic trajectory and of a deterministic function. This book provides thorough answers to these questions by suitably modifying Shannon theory. It presents a quantitative model of subjective information, a unified approach to discrete and continuous entropy, a theory of information for stochastic functions, and a model of Shannon entropy of deterministic maps which is quite different from Kolmogorov entropy.