The authors establish asymptotic stability for a linear stochastic partial differential equation with a delayed stochastic term of the form U(t-h)dW(t), where W(t) is a Wiener process on a separable Hilbert space, u(t) is the stochastic process and h is the delay time. This is a generalization of results in [U. G. Haussmann
, J. Math. Anal. Appl. 65, 219-235 (1978; Zbl 0385.93051
)] and [A. Ichikawa
, SIAM J. Control Optimization 17, 152-174 (1979; Zbl 0434.93069
)] and at the same time provides an alternative proof for these results.