  The paper is concerned with a mixed stochastic delay differential equation
involving both a Wiener process and a $\gamma$-H\"older continuous process with
$\gamma>1/2$ (e.g. a fractional Brownian motion with Hurst parameter greater
than $1/2$). It is shown that its solution depends continuously on the
coefficients and the initial data. Two applications of this result are given:
the convergence of solutions to equations with vanishing delay to the solution
of equation without delay and the convergence of Euler approximations for mixed
stochastic differential equations. As a side result of independent interest,
the integrability of solution to mixed stochastic delay differential equations
is established.
