Abstract: The p-moment exponential robust stability for stochastic systems with distributed delays and interval parameters is studied. By constructing the Lyapunov- Krasovskii functional and employing the decomposition technique of interval matrix and Itˆo’s formula, the delay-dependent criteria for the p-moment exponential robust stability are obtained. Numerical examples show the validity and practicality of the presented criteria.

Key words: interval matrix, stochastic systems, distributed delays, robust stability