  Dynamical system models with delayed dynamics and small noise arise in a
variety of applications in science and engineering. In many applications,
stable equilibrium or periodic behavior is critical to a well functioning
system. Sufficient conditions for the stability of equilibrium points or
periodic orbits of certain deterministic dynamical systems with delayed
dynamics are known and it is of interest to understand the sample path behavior
of such systems under the addition of small noise. We consider a small noise
stochastic delay differential equation (SDDE) with coefficients that depend on
the history of the process over a finite delay interval. We obtain asymptotic
estimates, as the noise vanishes, on the time it takes a solution of the
stochastic equation to exit a bounded domain that is attracted to a stable
equilibrium point or periodic orbit of the corresponding deterministic
equation. To obtain these asymptotics, we prove a sample path large deviation
principle (LDP) for the SDDE that is uniform over initial conditions in bounded
sets. The proof of the uniform sample path LDP uses a variational
representation for exponential functionals of strong solutions of the SDDE. We
anticipate that the overall approach may be useful in proving uniform sample
path LDPs for a broad class of infinite-dimensional small noise stochastic
equations.
