  Let $\mu$ be a general stochastic measure, where we assume for $\mu$ only
$\sigma$-additivity in probability and continuity of paths. We prove that the
symmetric integral $\int_{[0,T]}f(\mu_t, t)\circ\,{\rm d}\mu_t$ is well
defined. For stochastic equations with this integral, we obtain the existence
and uniqueness of a solution.
