Convergence of solutions of a class of two-parameter stochastic integral equations

The theorem on the continuous dependence on a parameter of the solutions of a class of stochastic integral equations with random coefficients containing as summands along with a Lebesgue integral, two-parameter stochastic integrals with respect to a Wiener and a centered Poisson measure is proved.Translated from Teoriya Sluchainykh Protsessov, No. 16, pp. 97–105, 1988.