Given a stochastic dynamical system modelled via stochastic differential equations (SDEs), we evaluate the safety of the system through characterisations of its exit time moments. We lift the (possibly nonlinear) dynamics into the space of the occupation and exit measures to obtain a set of linear evolution equations which depend on the infinitesimal generator of the SDE. Coupled with appropriate semidefinite positive matrix constraints, this yields a moment-based approach for the computation of exit time moments of SDEs with polynomial drift and diffusion dynamics. To extend the capability of the moment approach, we propose a state augmentation method which allows us to generate the evolution equations for a broader class of nonlinear stochastic systems and apply the moment method to previously unsupported dynamics. In particular, we show a general augmentation strategy for sinusoidal dynamics which can be found in most physical systems. We employ the methodology on an Ornstein-Uhlenbeck process and stochastic spring-mass-damper model to characterise their safety via their expected exit times and show the additional exit distribution insights that are afforded through higher order moments.
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