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The aim of this paper is to extract the maximum power from wind energy for the doubly fed induction generator based wind turbine system (DFIG-WT) under the continuous stochastic perturbations of wind speed. The DFIG-WT is modeled as the Itô stochastic differential equations. The stochastic backstepping control method and the gain suppressing inequality technique are employed to guarantee that the relative rotor speed to the optimal value is bounded in probability. Furthermore, we extend the bounded result to the asymptotic stability of the rotor speed control loop. In addition, the parametric uncertainties in DFIG-WT are also considered in our control synthesis. The simplicity, robustness and efficiency of the designed controller are verified under the special wind speed with white noise by the numerical simulation of a 660 KW DFIG-WT.