2 Zadeh-type fuzzy probability The paper deals with two methods of a fuzzification of the Borel field of events and too the probability measure. The first approach generalizes the Zadeh definition of a crisp probability of fuzzy event. The second method is based on the Yager definition of a fuzzy probability of fuzzy event. The theoretical results obtained can be applied to modeling stochastic phenomena with uncertain character. The first fuzzification is based on Zadeh´s definition [11] of the probability of fuzzy event :A ( ) m AP A dPµ= ∫ R where P is a probability measure, and ( ),m AA µ= is a fuzzy set. In this section, this definition is generalized by means of Zadeh´s extension principle [2].