Abstract. We address the problem of approximating numerically the solutions (Xt : t ∈ [0, T ]) of stochastic evolution equations on Hilbert spaces (h, ·, · ), with respect to Brownian motions, arising in the unraveling of backward quantum master equations. In particular, we study the computation of mean values of Xt, AXt , where A is a linear operator. First, we introduce estimates on the behavior of Xt. Then we characterize the error induced by the substitution of Xt with the solution Xt,n of a convenient stochastic ordinary differential equation. It allows us to establish the rate of convergence of E X t,n, AXt,n to E Xt, AXt , whereXt,n denotes the explicit Euler method. Finally, we consider an extrapolation method based on the Euler scheme. An application to the quantum harmonic oscillator system is included.