Stochastic response of systems to random excitation can be estimated by direct integration methods in the time domain such as the stochastic central difference method (SCDM). In this paper, the SCDM is applied to compute the variance and covariance in response of linear and nonlinear structures subjected to random excitation. The accuracy of the SCDM is assessed using two-DOF systems with both deterministic and random material properties excited by white noise. For the former case, closed-form solutions can be obtained. Numerical results also are presented for a simply supported geometrically nonlinear beam. The stiffness of this beam is modeled as a random field, and the beam is idealized by the stochastic finite element method. A perturbation technique is applied to formulate the equations of motion of the system, and the dynamic structural response statistics are obtained in a time domain analysis. The effect of variations in structural parameters and the numerical stability of the SCDM also are examined.