Geodesic
Shadowing orbits of stochastic differential equations
Zhan, Qingyi1
1 College of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou, Fujian 350002, P. R. China
Journal of nonlinear sciences and its applications, Tome 9 (2016) no. 5, p. 2006-2018.

Voir la notice de l'article provenant de la source International Scientific Research Publications

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.
DOI : 10.22436/jnsa.009.05.07
Classification : 65C20, 65P20, 37H10, 37C50
Keywords: Stochastic differential equations, random dynamical system, shadowing, multiplicative ergodic theorem, stochastic Lorenz system.

Zhan, Qingyi 1

1 College of Computer and Information Science, Fujian Agriculture and Forestry University, Fuzhou, Fujian 350002, P. R. China 
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Zhan, Qingyi. Shadowing orbits of stochastic differential equations. Journal of nonlinear sciences and its applications, Tome 9 (2016) no. 5, p. 2006-2018. doi : 10.22436/jnsa.009.05.07. http://geodesic.mathdoc.fr/articles/10.22436/jnsa.009.05.07/

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