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We prove a stochastic maximum principle ofPontryagin's type for the optimalcontrol of a stochastic partial differential equationdriven by white noise inthe case when the set of control actions is convex. Particular attention ispaid to well-posedness of the adjoint backward stochastic differential equationand the regularity properties of its solution with values ininfinite-dimensional spaces.

Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise