A note on delay-dependent stability of Itô-type stochastic time-delay systems

Abstract

Different from the existing delay-dependent stability criteria which depend on the size of the delays in both the drift and diffusion parts of stochastic time-delay systems (STDSs), this paper shows that the delay-dependent stability criterion depends only on the drift part and works for arbitrary large delays of the diffusion part of STDSs. By developing the stochastic version descriptor system approach, simple stability criterion is further derived for aperiodic sampled-data stochastic systems. The theoretical results are illustrated by means of a numerical example.