We develop a method of stochastic differential equation to simulate electron acceleration at astrophysical shocks. Our method is based on Ito's stochastic differential equations coupled with a particle splitting, employing a skew Brownian motion where an asymmetric shock crossing probability is considered. Using this code, we perform simulations of electron acceleration at stationary plane parallel shock with various parameter sets, and studied how the cutoff shape, which is characterized by cutoff shape parametera, changes with the momentum dependence of the diffusion coefficient beta. In the age-limited cases, we reproduce previous results of other authors, a approximate to 2 beta. In the cooling-limited cases, the analytical expectation a approximate to beta + 1 is roughly reproduced although we recognize deviations to some extent. In the case of escape-limited acceleration, numerical result fits analytical stationary solution well, but deviates from the previous asymptotic analytical formula a approximate to beta. (C) 2015 Elsevier B.V. All rights reserved.