New type of Lyapunov–Krasovskii functional method on stability of uncertain stochastic systems with time delay

This paper presents a new kind of Lyapunov–Krasovskii functional method for investigating the asymptotic stability of uncertain stochastic systems with time delay. Two resulting delay-dependent asymptotic stability conditions in the form of linear matrix inequalities are given. The feasibility of the new methods has been proved by theory and simulation.