Through the analysis oftheteaching present situation ofstochastic process for engineering graduate student,discussed the introduction of methodology into theteaching idea andteachingcourse ofstochastic process. Proposed some measures of teaching reform of stochastic process,such as introducing the background of stochastic process to stimulate students′ interest in research, explaining basic concepts combined with examples to consolidate students′ mathematical basis,speaking through the two main research methods to improve the students′ analysis ability,applying theory to practice to cultivate the students′ ability of innovation,adding curriculum design to train the students′scientific research ability.Teaching practice showed that these measures helpto cultivate theabilityof practice andinnovation quality ofengineeringgraduate students,and optimize teachingmethod.%通过分析以工科研究生为教学对象的随机过程课程的教学现状，探讨了如何将方法论式教学融入随机过程课程的教学思想和教学过程中。提出了引入随机过程的产生背景，激发学生的研究兴趣，结合实例讲清基本概念，巩固学生的数学基础，讲透随机过程的两大研究方法，提高学生的分析能力，将理论应用于实践，培养学生的创新实践能力，增加课程设计，锻炼学生的科研能力等教学改革措施。教学实践表明，这些措施有利于培养工科专业硕士研究生的实践能力和科学创新素质，优化课程教学方法。
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