Dog Having Nightmare?

My jack russell terrier always shakes and whines when she sleeps so i wake her up and she seems confused . can dogs have dreams/nightmares and also i got her when she was older and she had been abused could this be what she is dreaming of , i dont like the idea of leaving her while im asleep and she is having nightmares? what can i do ? she is a happy dog and although she used to be a bit wary of people she isnt any more and lives up to her name, Cheeky!, but i am worried about if she is in distress and what this means..?