First order markov process (continuos stochastic process) discretization

Hi everybody, I need an help about the problem of discretization of a first order markov process. In particular the problem is about discretizing a continuos stochastic process. The Markov Process has the form:

p=beta+eta_c; beta_dot=eta_v; where eta_c, eta_v are two white noises. While beta_dot is the time derivative of beta.

I need to discretize these equations but due to the presence of white noises I do not know how to do it. Could you tell me some paper where I can learn how to do it? Or give a mtlab code, please? Thank you.