In this paper, a novel resilient control technique is proposed for discrete-time stochastic Brownian systems with simultaneous unknown inputs and unexpected faults. Prior to previous work, the stochastic Brownian system under consideration is quite general, where stochastic perturbations exist in states, control inputs, uncertainties, and faults. Moreover, the unknown input uncertainties concerned cannot be fully decoupled. Innovative observer by employing augmented system approach, decomposition observer, and optimization algorithms is proposed to achieve simultaneous estimates of both states and faults. Furthermore, fault reconstruction-based signal compensation is formulated to alleviate the effects from actuator faults and sensor faults. An observer-based controller is eventually constructed to enhance the stability and robustness of the closed-loop dynamic system. The integrated resilient control technique can ensure the system has reliable output even under faults. Both linear systems and Lipschitz nonlinear systems are investigated and the design procedures are addressed, respectively. Finally, the proposed resilient control techniques are validated via an electromechanical servo-system, and an aircraft system.