Electronic Journal of Differential Equations, Vol. 2010(2010), No. 42, pp. 1-11. Title: Stochastic stability of Cohen-Grossberg neural networks with unbounded distributed delays Authors: Ping Chen (Changsha Univ. of Science and Tech., China) Chuangxia Huang (Changsha Univ. of Science and Tech., China) Xiaolin Liang (Changsha Univ. of Science and Tech., China) Abstract: In this article, we consider a model that describes the dynamics of Cohen-Grossberg neural networks with unbounded distributed delays, whose state variable are governed by stochastic non-linear integro-differential equations. Without assuming the smoothness, monotonicity and boundedness of the activation functions, by constructing suitable Lyapunov functional, employing the semi-martingale convergence theorem and some inequality, we obtain some sufficient criteria to check the almost exponential stability of networks. Submitted December 21, 2009. Published March 26, 2010. Math Subject Classifications: 34F05, 93E15. Key Words: Cohen-Grossberg neural networks; stochastic; distributed delays; almost sure exponential stability; Lyapunov functional.