The difference between engineering stochastic mathematics and probability theory lies in the difference of solutions. Probability theory is a basic mathematics subject, which studies the mathematical theory and properties of random phenomena; Engineering stochastic mathematics is a subject that applies probability theory to solve engineering problems, focusing on stochastic modeling and analysis in engineering problems. The two complement each other. Probability theory provides a theoretical basis and method for engineering stochastic mathematics, which applies the theory and method of probability theory to solve practical engineering problems.