New result on exponential stability for neutral stochastic linear system with time-varying delay

This paper mainly considers the problem for the exponential stability of neutral stochastic linear system with time-varying delay. In the light of a coupled delay-integral inequality and using the stochastic analytic technique, the exponential stability criteria for such systems are given in term of the algebraic inequalities, regardless of whether the time-varying delay is differentiable or not. An illustrative numerical example is given to show the effectiveness of the obtained result.