TY - JOUR AU - Zhan, Qingyi PY - 2016 TI - Shadowing orbits of stochastic differential equations JO - Journal of Nonlinear Sciences and Applications SP - 2006--2018 VL - 9 IS - 5 AB - 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. SN - ISSN 2008-1901 UR - http://dx.doi.org/10.22436/jnsa.009.05.07 DO - 10.22436/jnsa.009.05.07 ID - Zhan2016 ER -