Book excerpt: This book presents the conceptional line which goes from the observation of physical systems to their modeling and analysis by ordinary differential nonlinear stochastic equations.First, the problems of the mathematical modeling of physical systems are developed. These mathematical models are then classified in terms of ordinary differential stochastic equations from which both qualitative and quantitative results are developed.Each one of the various subjects are methods dealt with ends with an application in mathematical physics or in nonlinear mechanics.