This book deals with special relativity theory and its application to cosmology. It presents Einstein's theory of space and time in detail, and describes the large scale structure of space, time and velocity as a new cosmological special relativity. A cosmological Lorentz-like transformation, which relates events at different cosmic times, is derived and applied. A new law of addition of cosmic times is obtained, and the inflation of the space at the early universe is derived, both from the cosmological transformation. The book will be of interest to cosmologists, astrophysicists, theoretical physicists, mathematical physicists and mathematicians.