The Langevin approach to the kinetics of a collisional plasma is developed. Some collision models are considered, and the corresponding stochastic differential equations are derived. These equations can be regarded as an alternative to the description of a plasma in terms of a distribution function. The method developed here allows one to simulate plasma processes, taking account of both collective kinetics effects and Coulomb collisions. Results of the numerical simulation of the intervention of laser pulses with an overdense plasma are presented. The dependence of the absorption coefficient on the plasma parameters is calculated. The features of the plasma dynamics under the action of intense laser radiation are observed and discussed. The results of numerical tests of the validity of this method are also presented.