In RMSS, you can't concentrate while stunned ("may only parry with half of his offensive bonus. The only other allowable actions are movement and maneuvering"), so I would say if you get stunned, your concentration is over. But otherwise, if you are physically able to continue (e.g. not unconscious), you can.
The RMSS Mentalism Companion adds a Spell Concentration skill. If you are using those rules, they specify a Spell Concentration roll is required to maintain concentration when damaged, at a penalty of -20 for any strike inflicting damage plus -10 per critical severity (up to -50 for E). These rules don't say anything about stun, but I think that's consistent with the assumption that stun simply ends concentration.
In RMU, characters can take a wider variety of actions while stunned, so it's not an absolute barrier to concentration (and also concentration applies to a lot of other things besides spells). If stunned, you have to make a Mental Focus roll every round to continue concentration. Outside of that, you need to inflict enough damage so they are physically incapable of continuing.