On the basis of basic ideas of Lanchester equation, the stochastic equation which described anti-ship missile penetrating ship-air missile was built. After the known deterministic Lanchester equation was improved, stochastic factors were correctly introduced in the course of combat, and penetration probability of anti-ship missile to ship-air missile was calculated. Using these mathematical models, the combat effectiveness of anti-ship missiles can be more factually evaluated, and a reference can be presented for deployment of anti-ship troops.