**5. Conclusion and future works**

In this chapter the new approach to fuzzy modelling has been presented. Knowledge base in the form of weighted fuzzy rules represents in the same time the probability distribution of the fuzzy events occurring in the statements. Considered examples show the creating a few simple models of stochastic increments processes. In the future, in modelling the Wiener process, the time dependent probability of the increments should be taken into account.
