Exponential stability of stochastic differential equations driven by fBm

We present recent progress in the study of the asymptotic stability of stochastic differential (delay) equations driven by fractional Brownian motions in case the Hurst index $H>1/2$. The stochastic integrals, which is defined in the Young sense, can then be expressed by Riemann-Liouville fractional derivatives. Our main results are some criteria for the exponential stability of the system.