We develop a stochastic Gross-Pitaveskii theory suitable for the study of Bose-Einstein condensation in a rotating dilute Bose gas. The theory is used to model the dynamical and equilibrium properties of a rapidly rotating Bose gas quenched through the critical point for condensation, as in the experiment of Haljan et al. [Phys. Rev. Lett. 87, 210403 (2001)]. In contrast to stirring a vortex-free condensate, where topological constraints require that vortices enter from the edge of the condensate, we find that phase defects in the initial noncondensed cloud are trapped en masse in the emerging condensate. Bose-stimulated condensate growth proceeds into a disordered vortex configuration. At sufficiently low temperature the vortices then order into a regular Abrikosov lattice in thermal equilibrium with the rotating cloud. We calculate the effect of thermal fluctuations on vortex ordering in the final gas at different temperatures, and find that the BEC transition is accompanied by lattice melting associated with diminishing long-range correlations between vortices across the system.