For many years fatigue has been a significant and difficult problem for engineers, especially for those who design structures such as aircraft, bridges, pressure vessels, and cranes. Fatigue of engineering materials is commonly regarded as an important deterioration process and a principal mode of failure for various structural and mechanical systems. This book presents a unified approach to stochastic modeling of the fatigue phenomenon, particularly the fatigue crack growth process. The main approaches to construction of these stochastic models are presented to show their methodological consistency and potential usefulness in engineering practice. The analyses contained in this work should also inspire the development of new approaches for designing and performing fatigue experiments.