A New Approach of Fuzzy Brownian Motion
Abstract
The Brownian motion concept is an efficient tool to handle the uncertain systems. But in case of hybrid uncertain systems(Randomness and Fuzziness), Brownian motion is not sufficient. To handle such situation, we extend this tool in fuzzy environment. In this paper the properties of fuzzy Brownian motion are derived which satisfy the fuzzy Gaussian process and fuzzy Markov property. Also the quadratic variation and fuzzy martingale of fuzzy Brownian motion are discussed.