This paper investigates the solution of fuzzy Stochastic Differential Equation (SDE). The involved parameters in the governing SDEs are considered as fuzzy. A transformation method has been used to operate the fuzzy numbers. System of Ito stochastic differential equations containing fuzzy parameters has been modelled here which is based on the transformation method. Further, fuzzy Euler Maruyama approximation method has also been proposed. Finally standard fuzzy SDEs are solved to demonstrate the proposed methods.
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