How to treat the last term in equation $X(t) = \int_0^t ds \hspace{0.1 cm} a(s)X(s) + \int_0^t K(t, s) dW(s) + \frac{d W(t)}{dt}$

Question

I would like to solve an stochastic equation $X(t) = \int_0^t ds \hspace{0.1 cm} a(s)X(s) + \int_0^t K(t, s) dW(s) + \frac{d W(t)}{dt}$ numerically.

where: $X(t)$ is the dependent variable, which evolves over time;

$a(t)$ is a deterministic function that describes how $X(t)$ changes with time.

$W(t)$ describes a Brownian motion.

Could someone explain me how the treat the term $\frac{d W(t)}{dt}$ ?