We study the leader-following problem for linear stochastic multi-agent systems with uniform and constant communication delays on directed or undirected graphs. We consider both the state feedback and output feedback solutions. In the latter case, the agents can be a set of heterogeneous linear systems. By resorting to a new approach based on the scalar Lambert equation we obtain a constructive design with less conservative closed-form delay bounds. In particular, it is possible to compensate arbitrarily large delays if the agents are not unstable
