Little set Lisa Evans up for the opener but Scotland equalised five minutes before the break through White's header.
The sides than traded goals either side of the break before Little made it 3-2 to Scotland.
Rachel Williams equalised and Smith then gave Hope Powell's side the lead after 77 minutes.
Substitute Emma Mitchell had the final say, converting Little's pass in the final 10 minutes.Copyright 2013 The Arsenal Football Club plc. Permission to use quotations from this article is granted subject to appropriate credit being given to www.arsenal.com as the source 8 Mar 2013