Mathematics plays a crucial role in understanding the behavior of stochastic processes and random phenomena through various probability and statistical theories. By using mathematical models, we can analyze and predict the outcomes of random events, calculate probabilities, and make informed decisions based on statistical data. Concepts such as probability distributions, random variables, Markov chains, and stochastic differential equations are essential tools in studying and interpreting the unpredictable nature of stochastic processes and random phenomena. In essence, mathematics provides a systematic framework for quantifying uncertainty and drawing meaningful conclusions in the face of randomness.