  In this note we prove an existence and uniqueness result of solution for
stochastic differential delay equations with hereditary drift driven by a
fractional Brownian motion with Hurst parameter $H > 1/2$. Then, we show that,
when the delay goes to zero, the solutions to these equations converge, almost
surely and in $L^p$, to the solution for the equation without delay. The
stochastic integral with respect to the fractional Brownian motion is a
pathwise Riemann-Stieltjes integral.
