  In this paper we prove necessary conditions for optimality of a stochastic
control problem for a class of stochastic partial differential equations that
is controlled through the boundary. This kind of problems can be interpreted as
a stochastic control problem for an evolution system in an Hilbert space. The
regularity of the solution of the adjoint equation, that is a backward
stochastic equation in infinite dimension, plays a crucial role in the
formulation of the maximum principle.
