Abstract
Aiming at the qualitative numerical simulation, this article concerns the mean-square exponential stability (MSES) of the stochastic systems with discrete-time state feedbacks and their numerical schemes. A time delay dependent stability criterion is obtained for the underlying system. The Euler–Maruyama and backward Euler–Maruyama schemes are established, and their MSES are proved under the same criterion, which means that the numerical schemes preserve the stability of the continuous model. The illustrative example at the end of this letter shows that the theoretical upper bound for the sampling period limited in the stability criterion is much greater than that obtained by the stability criteria from the literature.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
