  We report the first observation of non-Markovian stochastic resonance, i.e.,
noise-assisted amplification of a periodic signal in a system with memory. Our
system is an oil-filled optical microcavity which, driven by a continuous wave
laser, has memory in its nonlinear optical response. By modulating the cavity
length while adding noise to the driving laser, we observe a peak in the
transmitted signal-to-noise ratio as a function of the noise variance. Our
experimental observations are reproduced by numerical simulations, which
further reveal that the stochastic resonance bandwidth is enlarged by the
memory time of the nonlinearity. This frequency range available for
noise-assisted amplification is $10^8$ times greater in our oil-filled cavity
than in a Kerr nonlinear cavity. Our results pave the way for exploring the
interplay of nonlinearity, noise, and memory, in oil-filled cavity arrays,
where non-Markovian dynamics could enhance noise-assisted transport and
synchronization effects.
