Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation

We study fractional Brownian motion– (FBM–) driven fuzzy stochastic fractional evolution equations. These equations can be used to model fuzziness, long‐range dependence, and unpredictability in hybrid real‐world systems. Under various assumptions regarding the coefficients, we investigate the existence‐uniqueness of the solution using an approximation method to the fractional stochastic integral. We can solve an equation with linear coefficients, for example, in financial models Application to a model of population dynamics is also illustrated. An example is propounded to show the applicability of our results.