The cross theory of stationary stochastic process is used in the analysis of weather and climate extreme value in this paper.The monthly maximum and minimum temperatures in the Yangtze delta are instanced to explain the application of cross theory in the study on extreme value.Based on the theory,the sensitivity of extreme value parameters,such as frequency,duration and time interval,to Shanghai's monthly average temperature series of the last 100 years is discussed in terms of stochastic simulation,and the statistical character of extreme values of the future climate is predicted.