This article is cited in 39 papers

Short Communications

On a representation of random variables

A. V. Skorohod

Kiev

Abstract: Let $\xi$ and $\eta$ be arbitrary random variables. It is proved that there exists an independent of $\eta$ random variable $\zeta$, such that $\xi$ is a function of $\eta$ and $\zeta$.
This result is applied to prove the existence, for any $\delta>0$, of a $\delta$-anticipating strong solution of an Itô stochastic equation with bounded drift and unit diffusion coefficient.

Received: 27.05.1975

 English version: Theory of Probability and its Applications, 1977, 21:3, 628–632

Bibliographic databases:

• 
•