Dehydroepiandrosterone (DHEA) stimulates neurogenesis in the hippocampus of the rat, promotes survival of newly formed neurons and prevents corticosterone-induced suppression.
Here are a couple references that show it -
Karishma KK, Herbert J.
Eur J Neurosci. 2002 Aug;16(3):445-53.
Mitotic and neurogenic effects of dehydroepiandrosterone (DHEA) on human neural stem cell cultures derived from the fetal cortex.
Suzuki M, Wright LS, Marwah P, Lardy HA, Svendsen CN.
Proc Natl Acad Sci U S A. 2004 Mar 2;101(9):3202-7. Epub 2004 Feb 18.
I dont think there are any in-vivo placebo controlled studies with humans on any neuronal growth promoters yet. Studies with cultured cells is about as much as we have right now until something is developed that is non-invasive enough actually detect neuronal growth.