Shadowing orbits of stochastic differential equations


Authors

Qingyi Zhan - College of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou, Fujian 350002, P. R. China.


Abstract

This paper is devoted to the existence of a true solution near a numerical approximate solution of stochastic differential equations. We prove a general shadowing theorem for finite time of stochastic differential equations under some suitable conditions and provide an estimate of shadowing distance by computable quantities. The practical use of this theorem is demonstrated in the numerical simulations of chaotic orbits of the stochastic Lorenz system.


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