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The fact that the fuzzy number space is not a linear space represents one of the main difficulties to obtain the intended results. In order to overcome this problem. Section 2 gives the representation theorem of fuzzy numbers on the basis of their support functions, and uses the concept of H-difference of fuzzy numbers and its properties. Different measurability concepts for fuzzy random variables, relationships among them, and two counterexamples are discussed. Section 3 studies the Doob decomposition of fuzzy supermartingales and submartingales. Since not all fuzzy supermartingales and submartingales are proved to have Doob decomposition, the author obtains necessary and sufficient conditions for a fuzzy supermartingale (respective submartingale) to provide Doob decomposition. Section 4 is devoted to Riesz decomposition for fuzzy supermartingales. 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