Delay-dependent robust stability of uncertain neutral-type It[formula omitted] stochastic systems with Markovian jumping parameters

Abstract

This paper investigates the problem of mean-square exponential stability for uncertain neutral stochastic systems with time-delays and Markovian jumping parameters. Based on the new results on expectations of stochastic cross terms containing the Itoˆ integral by Song et al. (2013), a new Lyapunov–Krasovskii function is established, and then an improved mean-square exponential stability criterion is derived. The derived results extend the conclusions recently presented in Song et al. (2013). In fact, the system discussed in Song et al. (2013) is a special case of ours. Finally, two examples are provided to demonstrate the effectiveness of the proposed results.