Motivation: 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. Results: To model the time-continuous gene-expression datasets, a model of SDE is applied to depict irregular patterns. Our goal is to fit a generalized linear model by combining putative regulators to estimate the transcriptional pattern of a target gene. Goodness-of-fit is evaluated by log-likelihood and Akaike Information Criterion. Moreover, estimations of the contribution of regulators and inference of transcriptional pattern are implemented by statistical approaches. Our SDE model is basic but the test results agree well with the observed dynamic expression patterns. It implies that advanced SDE model might be perfectly suited to portray transcriptional regulatory networks. Availability: The R code is available on request. Contact: cykao@csie.ntu.edu.tw Supplementary information: http://www.csie.ntu.edu.tw/~b89x035/yeast/