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This book discusses systematically treatment on the development of stochastic, statistical and state space models of the HIV epidemic and of HIV pathogenesis in HIV-infected individuals, and presents the applications of these models. The book is unique in several ways: (1) it uses stochastic difference and differential equations to present the stochastic models of the HIV epidemic and HIV pathogenesis; in this sense, the deterministic models are considered as special cases when the numbers of different type of people or cells are very large (2) it provides, a critical analysis of deterministic and statistical models in the literature; (3) it develops state space models by combining stochastic models and statistical models; and (4) it provides a detailed discussion on the pros and cons of the different modeling approaches. This book is the first to introduce state space models for the HIV epidemic. It is also the first to develop stochastic models and state space models for the HIV pathogenesis in HIV-infected individuals.