Abstract: Based on stochastic Fubini theorem, the system depicted by a stochastic partial difference equation is trans-lated into a stochastic ordinary difference equation．By constructing a mean Lyapunov function with respect to the space variables and using Itôformula under the integral operators, we directly study the exponential stability in mean square of stochastic neutral systems with distributed parameters．Some sufficient conditions of stability in mean square of a class of stochastic neutral systems are obtained．

Key words: distributed parameter, stochastic system, exponential stability