Is it illegal to carry stun guns?

I am wondering this because everyday i walk back and forth to work and home. I dont have a personal vehicle so I have to walk. I just started recently and I have been horassed and pushed around when i walk to work. some punks who think they got it all want to always fight with me. I dont know if you ever heard of their race but its called CHUKESE. They always carry weapons like sticks, pipes, knives, etc. Just the other day i was confronted by one of them and they tried to pick a fight and i didnt want to hurt them because i am afraid that if i hit them, i wont stop. But i chose to walk away cause i dont want to go to jail for something so stupid. This has been going on for a while and I told the cops already and i have a case number, but my most concern is, can i buy myself a stun gun, so that when i walk to work, and if the boy or boys threaten me and follow me or chase me, I can pull it out to warn them to stay away? Its only for self defense. I promise not to hurt or shoot anybody.