Mean-square Exponential Input-to-state S
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Qiao ZHU; Guang-Da HU; Li ZENG
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Article
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2010
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Elsevier
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This paper deals with the mean-square exponential input-to-state stability (exp-ISS) of Euler-Maruyama (EM) method applied to stochastic control systems (SCSs). The aim is to find out the conditions of the exact and EM method solutions to an SCS having the property of mean-square exp-ISS without inv