Finally, I found the answer from here...
http://www.childrensmercy.org/stats/weblog2005/StratifiedCoxRegression.asp
http://www.childrensmercy.org/stats/weblog2005/StratifiedCoxRegression.asp 

Thernau and Grambsch describe it well in their book on survival analysis.
/Analysis of multicenter clinical trials frequently uses stratification.
Because of varying patient populations and referral patterns, the different
clinical centers in the trial are likely to have difference baseline
survival curves, ones that do not have simple parallel relationships. Strata
play a role similar to blocks in randomized block designs analyzed by
two-factor analysis of variance. (page 44)./

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