On a~representation of random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 645-648
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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.
@article{TVP_1976_21_3_a17,
author = {A. V. Skorohod},
title = {On a~representation of random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {645--648},
publisher = {mathdoc},
volume = {21},
number = {3},
year = {1976},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a17/}
}
A. V. Skorohod. On a~representation of random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 21 (1976) no. 3, pp. 645-648. http://geodesic.mathdoc.fr/item/TVP_1976_21_3_a17/