Abstract:
In this work, continuous stochastic processes with fuzzy states are studied. The main attention is paid to the class of stationary fuzzy stochastic processes. The properties of their numerical characteristics are established: fuzzy expectations, expectations, and correlation functions. Their spectral representation and the generalized Wiener–Khinchin theorem are substantiated. The results obtained are based on the properties of fuzzy stochastic variables and numerical stochastic processes. Triangular fuzzy stochastic processes are considered as examples.