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.