  Retarded stochastic differential equations (SDEs) constitute a large
collection of systems arising in various real-life applications. Most of the
existing results make crucial use of dissipative conditions. Dealing with "pure
delay" systems in which both the drift and the diffusion coefficients depend
only on the arguments with delays, the existing results become not applicable.
This work uses a variation-of-constants formula to overcome the difficulties
due to the lack of the information at the current time. This paper establishes
existence and uniqueness of stationary distributions for retarded SDEs that
need not satisfy dissipative conditions. The retarded SDEs considered in this
paper also cover SDEs of neutral type and SDEs driven by L\'{e}vy processes
that might not admit finite second moments.
