<p>In recent years, important progresses have been made in the control theory for stochastic distributed parameter control systems. However, the theory is far from being complete. The primary difficulty is that many effective tools and methods for deterministic distributed parameter control systems o not work anymore in the stochastic setting. One has to develop new mathematical tools even for some very simple stochastic distributed parameter control systems, such as stochastic transposition method and stochastic Carleman estimate. The objectives of this talk are to provide some new results, to show some new phenomena, to explain the new difficulties and to present some new methods in this topic. We mainly focus on our works on the controllability for stochastic hyperbolic equations, and the Pontryagin-type maximum principle for controlled stochastic evolution equations as illustrative examples.</p>
