The effects of sampled-data control on continuous-time linear stochastic systems are considered. Plants including an arbitrary control delay are treated. A predictor corresponding to this delay is introduced, and it is shown how design and analysis can be performed on a system without delayed control actions. A comparison of control performance for some typical digital control strategies is made, and the effect of different sampling periods is examined. The continuous-time average output variance is adopted as a measure of the closed-loop behaviour.