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It is being said that Shiva is the father of Vishnu, Vishnu is the father of Brahma and Brahma is the father of Shiva.

I want to know how did Brahma give birth to Shiva ?

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Svetaswatara Upanishad 4:18.:

“When there is complete absence of the darkness of ignorance, then what is experienced is neither day nor night; neither existence or non-existence; only one pure Siva is there; that is indestructible; that is adorable light and god of even Savitar (Sun) also; from that (Shiva) the ancient wisdom proceeded all over the world”.

Shiva Purana 2.1.6.:

Brahmā said:—

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  1. Neither the principles of Śiva nor His supreme wonderful forms have been understood by me or by Viṣṇu or by any one else.

  2. At the time of Great Dissolution when all the mobile and immobile objects of the world are dissolved everything gets enveloped in darkness, without the sun, planets and stars.

  3. There is no moon. The day and the night are not demarcated. There is no fire, no wind, no earth and no water. There is no unmanifest primordial being. The whole firmament is one complete void, devoid of all Tejas elements.

  4. There is no Dharma or Adharma, no sound, no touch. Smell and colour are not manifest. There is no taste. The face of the quarters is not demarcated.

  5. Thus when there is pitch darkness that cannot be pierced with a needle and what is mentioned in the Vedas as “The Existent and the Brahman” is alone present.

  6. When the present visible world is not in existence, the Sat Brahman alone is present which Yogins observe perpetually in the inner Soul, the inner Firmament.

  7. It is incomprehensible to the mind. It cannot at all be expressed by words. It has neither name nor colour. It is neither thick nor thin.

  8. It is neither short nor long. It is neither light nor heavy. There is neither increase nor decrease in it.

  9. The Veda says that it envelops whatever is in a surprising way. It is the splendour, the truth, the knowledge, the eternal and the great Bliss.

  10. It is immeasurable, propless, changeless, formless, attributeless, perceptible to the Yogins, all-pervasive and the sole cause of the universe.

  11. It is free from alternatives. It has no beginning. It is free from illusion and its harassment. It has no second. It has neither beginning nor end. It has no development. It is in the form of pure knowledge.

  12. People have doubts about giving it a name. That Being, then after sometime, it is said, wished for a second.

  13. The Being, having no form of its own, wished to create, in the course of its own sport, an auspicious form of its own endowed with all power, qualities and knowledge.

16-18. A form that goes everywhere, that has all forms, that sees all, that is the cause of all, that should be respected by all, that is at the beginning of all, that bestows everything, and that sanctifies everything should be created (So it wished) and hence created that form of Īśvara of pure nature. The original Being without a second, with neither beginning nor end, that illuminates everything, that is in the form of Cit (pure knowledge), that which is termed Supreme Brahman, the all-pervasive and undecaying, vanished, The manifest form of the formless Being is Sadāśiva. Scholars of the ancient and succeeding ages have sung of it as Īśvara.

MBH 13:14:183.:

“Thou (Mahadeva) art he that hadst created from thy right side the Grandsire Brahma, the Creator of all things. Thou art he that hadst created from thy left side Vishnu for protecting the Creation. Thou art that puissant Lord who didst create Rudra (the destroyer deity Kalagni-Rudra) when the end of the Yuga came and when the Creation was once more to be dissolved”.

Shiva Purana 7.1.13.:

  1. I (Vāyu) shall narrate how Rudra was born and how Brahmā and Viṣṇu were born from each other.

13-15. The three are the Ātmans as causes born of Maheśvara; they are the causes of creation, sustenance and annihilation of the universe consisting of the mobile and immobile beings. Endowed with great qualities they are sanctified by the great lord. Presided over by his Śakti they can always perform their activities. Brahmā can create; Viṣṇu can protect; Rudra can annihilate.

16-21. But they rivalled with one another. Desirous of excelling one another they propitiated their father, the supreme lord by means of penance. Attaining all round favour of the lord at the outset in a former Kalpa, Rudra created Brahmā and Viṣṇu. In another Kalpa, Brahma created Rudra and Viṣṇu. In another Kalpa Viṣṇu created Rudra and Brahmā. Thus in different Kalpas, Brahmā, Viṣṇu and Rudra desiring mutual benefit are born of one another. Based on the events in their respective Kalpas, their process in being the cause of origin of one another is extolled by the sages. Now listen to their holy and wonderful story that releases from sins.

I hope this clarifies all your queries. Prd..