This work investigates the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Levy-type noise with bounded jumps, estimating it using a Pinsky-Wihstutz transformation and the Khas'minskii formula. The study presents results with appropriate assumptions on smoothness, ergodicity, and integrability, and illustrates them with two examples.
This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Levy-type noise with bounded jumps. In a suitable moving frame, the linearization of such a system can be regarded as a small perturbation of a nilpotent linear system. The Lyapunov exponent is then estimated by taking a Pinsky-Wihstutz transformation and applying the Khas'minskii formula, under appropriate assumptions on smoothness, ergodicity, and integrability. Finally, two examples are presented to illustrate our results.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据