Abstract

In this study, the authors are interested in the mean square exponential stability of stochastic systems with variable and distributed delays. Different from the traditional methods, based on the well-known Perron–Frobenius theorem and Ito formula, a proof by contradiction to explore some new criteria for the mean square exponential stability of stochastic delay systems is introduced. In particular, the proposed novel stability criteria reduce the traditional restrictions imposed on variable delays and also provide an optimal upper bound for delays. Two examples are given as applications to verify the effectiveness of the obtained results.

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