In this paper,the basic theory of stochastic systems of It type is summarized,including the It stochastic analysis,the definition of It stochastic differential equations,It differential formula and the theorems on existence and uniqueness of solutions of It stochastic differential equations.

These properties could be used to get low order interpolation numerical differential formula quickly.

Moreover,using Ito differential formula to the constructed Lyapunov function along solutions of lto stochastic differential systems,Lyapunov method is adopted to set up the fundamental theory of dissipativity in the module corresponding to the theory on the dissipativity of deterministic ordinary dif- fere.

To reach the aim,the main method is to regard the integral with respect to the spatial variables of the solution stochastic field of the system considered as the solution process of the corresponding stochastic ordinary differential equation;hence,to apply It? differential formula to the constructed average Lyapunov function as to be spatial variables.

In this paper, the differential and integral formulas for area coordinates in quadrilateral elements are presented.

Differential method proof of calculus basic formula;

For a better understanding of Green Formula,this paper has analyzed the internal connotation and connected it with calculus basic formula and provided two notes.