简介:ThisarticleconcernstheconstructionofapproximatesolutionsforageneralstochasticintegrodifferentialequationwhichisnotexplicitlysolvableandwhosecoeffcientsfunctionallydependonLebesgueintegralsandstochasticintegralswithrespecttomartingales.Theapproximateequationsarelinearordinarystochasticdifferentialequations,thesolutionsofwhicharedefinedonsub-intervalsofanarbitrarypartitionofthetimeintervalandconnectedatsuccessivedivisionpoints.TheclosenessoftheinitialandapproximatesolutionsismeasuredintheLp-thnorm,uniformlyonthetimeinterval.Theconvergencewithprobabilityoneisalsogiven.