Delay-dependent exponential stability analysis for stochastic systems with mixed delays

In this paper, mean-square exponential stability for stochastic systems with mixed delays is investigated. By constructing an appropriate Lyapunov-Krasovskii functional (LKF), a delay-dependent stability (DDS) condition is given in terms of linear matrix inequalities (LMIs). In particular, the obtained criterion shows that stability of stochastic time-delay systems (STDSs) is independent of the size of the diffusion delays. Finally, a numerical example is presented to verify the feasibility of the main results.