|
Teoriya Veroyatnostei i ee Primeneniya, 1976, Volume 21, Issue 3, Pages 645–648
(Mi tvp3410)
|
|
|
|
This article is cited in 38 scientific papers (total in 38 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
Citation:
A. V. Skorohod, “On a representation of random variables”, Teor. Veroyatnost. i Primenen., 21:3 (1976), 645–648; Theory Probab. Appl., 21:3 (1977), 628–632
Linking options:
https://www.mathnet.ru/eng/tvp3410 https://www.mathnet.ru/eng/tvp/v21/i3/p645
|
Statistics & downloads: |
Abstract page: | 496 | Full-text PDF : | 248 |
|