A relatively short proof of It\^o's formula for SPDEs and its   applications
  We give a short proof of It\^o's formula for stochastic Hilbert-space valued processes in the setting $V\subset H\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using this result we also prove the maximum principle for second-order SPDEs in arbitrary domains. 
N.V. Krylov
math.PR