The book "Linearization Methods for Stochastic Dynamic Systems" provides a comprehensive introduction to linear methods for analyzing stochastic dynamic systems. Since exact solutions for nonlinear equations are not available in most relevant cases, this work focuses on the relatively simple and widely used methods of linearization. It addresses models with continuous external and parametric excitations, covering the majority of known approaches. Special attention is given to the application of the presented methods in the vibration analysis of stochastic mechanical structures. Additionally, the accuracy of the theoretical methods is assessed in both numerical and experimental studies. The content is partially based on the author's teaching materials developed over two decades for graduate students and seminars.