Abstract The integral equation formulation of a linear stochastic differential equation with stochastic coefficients introduced by Adomain [1-4] is investigated using an Lp Green's formula developed with the aid of an Lp calculus of products of stochastic processes. In Adomian's method, the integral equation is solved by the method of successive approximations and in this paper, Lp type sufficient conditions for the existence of a solution are given. AMS Code 60H10.