On polygonal approximation of brownian motion in stochastic integral

For Brownian motion B denote by B^δ its polygonal approximation corresponding to a partition δ of 0,1]. It is proved that if E(f¹|X_t|^p dt<∞ for some p>2 then converges to in mean as the mesh |Δ|→0 provided the symmetric (Stratonovich) stochastic integral is determined (in the sense given in 4])