Exponential stability of fractional stochastic differential equations with distributed delay

Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the variation-of-constants formula, an explicit expression and asymptotic behavior of the solution are provided, sufficient conditions are derived to guarantee the p th moment exponential stability and almost surely exponential stability. MSC: 39B82, 60H05.