Robust stability for stochastic systems with interval time-varying delays

This paper investigates the problem of the robust delay-dependent stability for uncertain stochastic systems with interval time-varying delays. By establishing a new Lyapunov function and using the convex function theory, the delay-dependent sufficient criteria is derived in terms of linear matrix inequalities (LMIs), which takes into account the range of the upper and lower bound of interval time-varying delays. A numerical example is given to illustrate the effectiveness of the proposed method.