With the task of keeping up with the needs of building a strong country and army,and improving the quality of talent-cultivation,this paper explores and practices the specialized course named"Stochastic Process",combined with the needs of cultivating postgraduates majoring in underwater acoustic engineering,in the aspects of"learning,researching and practice".In the aspect of"learning",designing mind-map,strengthening knowledge relation and introducing practical cases are adopted to deepen students'understanding and mastery of stochastic process.In the aspect of"researching",in order to meet the development needs of"emerging engineering education",the authors select hidden Markov process,Markov random field,Markov chain Monte Carlo,Markov decision process and Bayesian filter,and use the means of flipped classroom to enhance students'research on frontier basic knowledge.In terms of"practice",the authors design open-ended problems related to underwater acoustic engineering,such as ocean reverberation field modeling,ship radiation noise analysis,ship health assessment,underwater acoustic sparse channel estimation,underwater glider path planning,sonar image target detection,underwater maneuvering target tracking,etc.,and encourage students to solve the practical scientific problems through cooperation.In this way,students can not only master the basic knowledge,but also improve the skill of scientific research.