Rescued kitties and a change in diet...

I just picked up my two darling kitties yesterday from the Duluth shelter. They are six months old, the shelter forgot to infom me of what they were being fed while they were there. They lived there for 4 months. The shelter has weird hours and I cannot get a hold of anyone to find out their diet. I bought kitten food and am slowly starting them on that, but they have horrible had gas and a very stinky litterbox (they are only going in the litterbox, no accidents). None of the cats I have had before ever had this problem, but they always ate the same thing. Could it be the change in their diet? I know when you switch dogs' food it can severly upset their digestive system, is it the same with cats? Does anyone have any advice as to what I can do to rectify the issue? Thanks so much for any advice.