No worries, but please understand you will need to take a few additional steps. Since your passport is lost/stolen etc., you will not be able to apply for one in your new name immediately.
First, you will report your lost/stolen passport to the State Department.
Second, you will have to apply for a new passport (in your current name).
Third, once the new passport has been issued, you are NOW able to apply for a passport in your (new) married name using the DS-5504.
If you fall into this unfortunate category, please send us an email so we can provide you with all the necessary information!