New results on delay-dependent stability analysis for neutral stochastic delay systems

This paper is concerned with the problem of stability analysis for neutral stochastic delay systems. Firstly, expectations of stochastic cross terms containing the Itô integral are investigated by the martingale theory. Based on this, an improved delay-dependent stability criterion is derived for neutral stochastic delay systems. In the derivation process, the mathematical development avoids bounding stochastic cross terms, and neither the model transformation method nor free-weighting-matrix method is used. Thus the method leads to a simple criterion and shows less conservatism. Finally, two examples are provided to demonstrate the effectiveness and reduced conservatism of the proposed conditions.