Lyapunov Exponents for Hamiltonian Systems under Small Lévy Perturbations

Abstract

This work is to investigate the (top) Lyapunov exponent for a class of Hamiltonian systems under small non-Gaussian Lévy noise. In a suitable moving frame, the linearisation 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 present to illustrate our results. The results characterize the growth or decay rates of a class of dynamical systems under the interaction between Hamiltonian structures and non-Gaussian uncertainties.

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