  A widely used stochastic wave equation is the classical wave equation
perturbed by a term of It\^o's integral. We show that this equation is not
exactly controllable even if the controls are effective everywhere in both the
drift and the diffusion terms and also on the boundary. In some sense this
means that some key feature has been ignored in this model. Then, based on a
stochastic Newton's law, we propose a refined stochastic wave equation. By
means of a new global Carleman estimate, we establish the exact controllability
of our stochastic wave equation with three controls. Moreover, we give a result
about the lack of exact controllability, which shows that the action of three
controls is necessary. Our analysis indicates that, at least from the point of
view of control theory, the new stochastic wave equation introduced in this
paper is a more reasonable model than that in the existing literatures.
