Exponential Stability of Slow--Fast Stochastic Systems with a Small Delay

In this paper, we investigate the exponential stability of coupled slow–fast stochastic systems with a small delay. Under an averaged Lyapunov condition, we establish practical $p$th-moment exponential stability for $0<p<2$ using a cutoff-function approach to handle singular Lyapunov derivatives near the origin. Exponential stability in the $p$th moment and almost surely is further obtained through two distinct mechanisms: homogeneous dissipation of the fast dynamics or vanishing sensitivity of the slow coefficients to the fast state near the origin. We extend these results to locally Lipschitz systems, establishing exponential stability with arbitrarily high probability for bounded sets of initial data, thereby broadening the applicability of stability analysis for stochastic systems with delayed feedback. Numerical examples illustrate our results.