The $pth$ moment Lyapunov exponent of an $n$-dimensional linear stochastic system is the principal eigenvalue of a second-order partial differential eigenvalue problem, which can be established using the theory of stochastic dynamical system. An analytical-numerical approach for the determination of the $pth$ moment Lyapunov exponents, for all values of $p$, is presented. The approach is illustrated through a two-dimensional system under bounded noise or real noise parametric excitation. Series expansions of the eigenfunctions using orthogonal functions are employed to transform the partial differential eigenvalue problems to linear algebraic eigenvalue problems, which are then solved numerically. The numerical values obtained are compared with approximate analytical results with weak noise amplitudes.

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