Improved exponential stability criteria for uncertain stochastic systems with time delay

This paper is concerned with the robust exponential stability in mean square for uncertain stochastic systems with time delay. Based on Ito¿ calculus rules, a more general Lyapunov-Krasovskii functional is constructed and the action of the infinitesimal generator of Ito¿ diffusion on it is computed explicitly. Then, a novel delay-dependent stability criterion is obtained in terms of linear matrix inequalities, which is much less conservative than some existing results. Numerical examples are given to illustrate the effectiveness of the proposed method.