MOMENT LYAPUNOV EXPONENTS OF A TWO-DIMENSIONAL SYSTEM UNDER REAL-NOISE EXCITATION

The moment Lyapunov exponents of a two-dimensional system under real-noise excitation, an Ornstein–Uhlenbeck process, are studied in this paper. The method of regular perturbation is applied to obtain the weak-noise expansions of the moment Lyapunov exponent, Lyapunov exponent, and stability index in terms of the small fluctuation parameter.