I am looking for a math app in Ubuntu that it is easy to write and can calculate problems like stochastic processes in Probability Theories, ordinary differential equation and similar.
Well for stochastic problems you'll do good with Octave (The apturl is actually for QtOctave which provides a very nice frontend for Octave) and Scilab ^1 plus Gnuplot (they are first class applications), but if you search the software center, you'll probably find something more.
If your problem includes symbolic algebra, you could use Maxima (or wxMaxima if you need a GUI).
I currently find that a nice combination of Maxima and Octave is basically unbeatable.
^1: If you need some high speed calculus (again, I don't know exactly what you need), let it be noted that SciLab can export proyects from it's matlablike language to C or Fortran...
You can install them using the software center, the console or any of the links below:
note: QtOctave is no longer being developed, but you can still download it through the softwarecenter.

Since you have several of them, can you point them to their url homepages so it is easier to read the answer. +1 for the nice list. Although I also gave +1 to everyone else for the effort. – Luis Alvarado Feb 27 '12 at 16:48

I edited the post too add some links (somehow I couldn't get the apturls working when adding them between lines...) – Federico Vera Feb 27 '12 at 18:17
I would advise you take a serious look at Sage, It is a Python based system that integrates GNU/Octave, Maxima and a host of other advanced math tools in one interface. Has a nice browser based notebook, read more:
Home Page
Feature Tour
http://www.sagemath.org/tour.html
It is a large download, and not in the repositories but has some advantages of providing more updated versions of the support packages.
Octave
http://www.gnu.org/software/octave/ (Available in the repositories as octave3.2
)
A colleague of mine recommended this. It's basically an opensource version of MATLAB. (So, numeric approximations, not exact.) You can certainly use this for stochastic processes and differential equations, but I don't know if it fits "easy to write"
Disclaimer: I have not actually used this myself.

Don't worry about the easy. I meant that I could write the equations like in a notebook. – Luis Alvarado Feb 27 '12 at 16:39
If you are looking for an advanced Computer Algebra System that can perform symbolic calculations, one of the best open source available for Linux is Maxima, that has a nice graphical interface called wxmaxima
:
sudo aptget install synaptics
. Software Center is great, but for those purposes Synaptics is still very handy. – MarcAndré Appel Feb 27 '12 at 16:04