  The stochastic Landau--Lifshitz--Gilbert (LLG) equation describes the
behaviour of the magnetization under the influence of the effective field
consisting of random fluctuations. We first reformulate the equation into an
equation the unknown of which is differentiable with respect to the time
variable. We then propose a convergent $\theta$-linear scheme for the numerical
solution of the reformulated equation. As a consequence, we show the existence
of weak martingale solutions to the stochastic LLG equation. A salient feature
of this scheme is that it does not involve a nonlinear system, and that no
condition on time and space steps is required when $\theta\in(\frac{1}{2},1]$.
Numerical results are presented to show the applicability of the method.
