ON EXISTENCE, PATHWISE UNIQUENESS AND CONVERGENCEOF SOLUTIONS FOR THE NONLINEAR INTEGRODIFFERE NTIAL SDE WITH RESPECT TO THE MARTINGALE IN THE PLANE

This paper is concerned with exitence, pathwise uniqueness and covergence of the solutions for the stochastic nonliear integrodifferential equations of form,\left\\beginarraylX_z=x_0+\int_R_f f\left(\xi, X_t, \int_R_t \alpha\left(\xi, \eta, X_\eta\right) d M_\eta, \int_R_t \beta\left(\xi, \eta, X_n\right) d A_n\right) d C_t, z \in R_+^2 \\ X_z=x_0,\endarray\right.,in the plane under suitabale conditions on the function involved in （1）, where M, A, C are the 2-parameter continuous square integrable martingale and continuous adapted increasing processes on R₊²=0, ∞)×0, ∞), respectively.