A review of methods for description of transport and deposition of aerosol particles was presented, including Eulerian (the Kramers-Klein and Smoluchowski equations) and Lagrangian approach (the Langevin equation and corresponding standard Brownian dynamics algorithm, as well as generalized Brownian dynamics method accounting for short-range interactions). Practical use of the discussed methods was illustrated with an example of the modelling of aerosols depth filtration in fibrous filters.