I. Introduction
Stochastic systems [1], [2], [3], [4], [5] refer to systems containing random variables, such as internal stochastic parameters, external disturbances, or observation noise. In practice, stochastic factors inevitably exist. In this case, if the control system is designed according to deterministic control theory, it will deviate from the predetermined design requirements and generate stochastic deviations. However, a stochastic variable cannot be described by a known function of time but only by certain stochastic properties. Due to the influence of many uncertain stochastic factors in practical systems, the research on stochastic systems and fuzzy control [7], [8], [9] has received increasing attention in the literature. In [6], the stochastic differential systems are strictly characterized, and Itô’s stochastic differential equation theory is established. Subsequently, research on Itô-type stochastic differential equations has developed vigorously, and many scholars have conducted in-depth studies on them. The stochastic system model has been extensively applied in social fields, such as the economy and population systems, as well as in natural and engineering fields, including aerospace, navigation and control, and manufacturing engineering.