All scales of a dynamical physical process cannot be resolved accurately in a multiscale, geophysical model. The behavior of unresolved scales of motion are often parametrized by a random process to emulate their effects on the dynamically resolved variables, and this results in a random–dynamical model. We study how the choice of a numerical discretization of such a system affects the model forecast and estimation statistics, when the random–dynamical model is unbiased in its parametrization.