The explosion of microarray studies has promised to shed light on the temporal expression patterns of thousands of genes simultaneously. However, available methods are far from adequate in efficiently extracting useful information to aid in a greater understanding of transcriptional regulatory network. Biological systems have been modeled as dynamic systems for a long history, such as genetic networks and cell regulatory network. This study evaluated if the stochastic differential equation (SDE), which is prominent for modeling dynamic diffusion process originating from the irregular Brownian motion, can be applied in modeling the transcriptional regulatory network in Saccharomyces cerevisiae.