| Abstract: | Abstract In a theory similar to one of real-valued stochastic processes, in this paper, we investigate the projection and dual projection for fuzzy stochastic processes. First, the related concepts of fuzzy stochastic processes are introduced, such as adaption, measurability, optionality, predictability, etc. Subsequently, we study fuzzy stochastic integral and fuzzy measure generated by increasing fuzzy stochastic processes. Moreover, (dual) projection w.r.t. (increasing) fuzzy stochastic processes are discussed. We prove the existence and uniqueness of (dual) optional (predictable) projection for (increasing) fuzzy stochastic processes. |
