The short answer to your question is that I would suggest handling anything related to the ajax-loaded content in the original ajax call (or as you called it, the "parent" file). Given that you did not post any code, I cannot use any examples specific to your scenario, however something like is what you want to do:
$.ajax({
url: "/foo",
success: function(response) {
do_something_related_to_this_content(response);
}
});
do_something_related_to_this_content = function(response){
// This function contains the code you originally
// wanted to put in the ajax-loaded content.
}
If you were to put your javascript within the ajax-loaded content, one problem I would worry about is that your ajax-loaded script might have dependencies that are assumed to exist in the "parent" file, however should that change (IE you load your ajax-content in a completely different context), suddenly your code breaks.
In addition, your ajax-loaded code would get loaded multiple times if you reload that same content more than once.
Finally, as memory serves, if your code were within a <script>
block, I do not believe it would automatically get called when loaded through AJAX (attempting to find this out concretely...stand by)
Hope that makes sense.
EDIT:
Regarding <script>
blocks loading, check out this answer, which confirms what I wrote. You would have to perform an eval() on the <script>
block content.