Based on the comparison of the related learning theories from different angles,the paper emphasizes on the different categories of learning process and compares different learning models,including Bayesian learning models,stochastic learning models,artificial adaptive agent models and models in organization learning theory.On the above basis,the paper models a stochastic learning process of firms,which describes an evolutionary dynamic process of the decision making actions of firms on the probability level.Meanwhile, with the system approaching a stable state,an equilibrium decision making probability density can be derived out,which can be taken as a stochastic generalization of Nash equilibrium.