Delay‐dependent exponential stability for neutral stochastic system with multiple time‐varying delays

In this study, by constructing an appropriate Lyapunov–Krasovskii functional, one delay‐dependent exponential stability criterion of neutral stochastic system with multiple time‐varying delays is obtained in terms of linear matrix inequalities. The significant contributions of this study are that the fewer matrix variables in obtained results are involved and some less computational burdens are imposed. In particular, the obtained results can greatly reduce the conservatism when the multiple time‐invariant delays case is considered. Finally, three illustrative numerical examples are given to show the effectiveness of our proposed results.