New results on stability analysis for neutral stochastic linear system

In this study, the problem for the robustly exponential stability in mean square moment of uncertain neutral stochastic linear system with mixed time‐varying delays is considered. By constructing an augmented Lyapunov–Krasovskii functional and utilising a convex polyhedron method, some new delay‐dependent exponential stability criteria for such system are established in forms of linear matrix inequalities, which have less conservatism. Finally, three illustrative numerical examples are given to show the effectiveness of the obtained results.