In this paper we will introduced the concept of δ-fuzzy martingale (resp δ-fuzzy sub-martingale, δ-fuzzy super-martingale) on the regular fuzzy measure space (Ω, F, μ), with respect to the δ-fuzzy filtration and convergence, so we will provide some definitions {Fn
}
n∈N
, and properties related to these concepts.
The objective of this paper are, first, a new study of fuzzy δ-algebra and we discuss the properties of this family, second, introduce concepts related to the fuzzy δ-algbra such as fuzzy measure on fuzzy δ-algebra, and we obtained some important results deal with these concepts.
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