We propose a methodology for the quantitative fitting and forecasting of real spatio-temporal crime data, based on
stochastic differential equations. The analysis is focused on the city of Valencia, Spain, for which 90247 robberies and
thefts with their latitude-longitude positions are available for a span of eleven years (2010–2020) from records of the
112-emergency phone. The incidents are placed in the 26 zip codes of the city (46001–46026), and monthly time series of
crime are built for each of the zip codes. Their annual-trend components are modeled by Itoˆ diffusion, with jointly
correlated noises to account for district-level relations. In practice, this study may help simulate spatio-temporal situations
and identify risky areas and periods from present and past data.Funding for open access charge: CRUE-Universitat Jaume
