This paper presents two examples of fuzzy stochastic processes those are solutions of fuzzy differential equations driven by a fuzzy Brownian motion which we constructed in our previous work. These processes are named, respectively, the fuzzy Ornstein-Uhlenbeck process and the fuzzy Brownian geometric motion. All of them are defined in two cases: the first one with the non-fuzzy coefficients and the second with the fuzzy coefficients.

fuzzy stochastic process, fuzzy Brownian motion, fuzzy Ornstein-Uhlenbeck process, fuzzy geometric Brownian motion, fuzzy differential stochastic equation.

Received: February 2, 2022; Accepted: March 6, 2022; Published: April 7, 2022

How to cite this article: Kumwimba Seya Didier, Walo Omana Rebecca, Mabela Matendo Rostin, Badibi Omak Christopher, Kankolongo Kadilu Patient and Marcel Remon, Fuzzy Ornstein-Uhlenbeck and Brownian geometric motion processes driven by a fuzzy Brownian motion, Advances in Fuzzy Sets and Systems 27(1) (2022), 95-110.

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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