  The aim of this article is to study the asymptotic behaviour for large times
of solutions to a certain class of stochastic partial differential equations of
parabolic type. In particular, we will prove the backward uniqueness result and
the existence of the spectral limit for abstract SPDEs and then show how these
results can be applied to some concrete linear and nonlinear SPDEs. For
example, we will consider linear parabolic SPDEs with gradient noise and
stochastic NSEs with multiplicative noise. Our results generalize the results
proved in \cite{[Ghidaglia-1986]} for deterministic PDEs.
