  We propose a spectral viscosity method (SVM) to approximate the
incompressible Euler equations driven by a multiplicative noise. We show that
SVM solution converges to a dissipative measure-valued martingale solution.
These solutions are weak in the probabilistic sense i.e. the probability space
and the driving Wiener process are an integral part of the solution. We also
exhibit weak (measure-valued)-strong uniqueness principle. Moreover, we
establish strong convergence of approximate solutions to the regular solution
of the limit system at least on the lifespan of the latter, thanks to the weak
(measure-valued)--strong uniqueness principle for the underlying system.
