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V. Melnikova}, \\textit{A. I. Filinkov} and \\textit{U. A. Anufrieva}, ibid. 111, No. 2, 3430--3475 (2002; Zbl 1007.60059).]  Consider the stochastic heat equation  \\[ {dX(t,x)\\over dt}= \\Delta_x X(t,x)+ {\\mathcal W}(t,x),\\quad t\\in [0,1],\\tag{1} \\]  where \\(x\\in {\\mathcal O}= \\{x\\in\\mathbb{R}^N;\\,0< x_k< a_k,\\,k= 1,\\dots, N\\}\\), \\(X(t,x)= 0\\), \\(t\\in [0,T]\\), \\(x\\in\\partial{\\mathcal O}\\), \\(X(0,x)= 0\\), \\(x\\in{\\mathcal O}\\), with white noise \\(\\{{\\mathcal W}(t,x),\\,t\\geq 0\\}\\).  The approach of this paper allows us to obtain a solution of (1) in the case \\(N> 1\\) and the space \\(S(H)_{-0}\\) of stochastic distributions with values in \\(H\\). The central point of this paper is the construction of the spaces of \\(H\\)-valued test functions \\(S(H)_\\rho\\), \\(\\rho\\in [0,1]\\), and stochastic distributions \\(S(H)_{-\\rho}\\):  \\[ S(H)_1\\subset S(H)_\\rho\\subset S(H)_0\\subset L_2(S'; H)\\subset S(H)_{-0}\\subset S(H)_{-\\rho}\\subset S(H)_{-1} \\]  for a seperable Hilbert space \\(H\\). Then the authors develop the calculus in these spaces and consider basic examples of \\(H\\)-valued stochastic processes; the \\(H\\)-valued weak Wiener process \\(\\{W(t)\\}\\) and the \\(H\\)-valued singular white noise process \\(\\{{\\mathcal W}(t)\\}\\). Generally, both of then take values in \\(S(H)_{-0}\\) for any fixed \\(t\\). One can expect that the \\(Q\\)-Wiener processes discussed in Part I belong to \\(L_2(S';H)\\). It is crucial for our main results on evolution equations that the white noise be (infinitely) differentiable with respect to \\(t\\) (\\(t\\) plays the role of a parameter) in \\(S(H)_{-1}\\), and in this space, we can give a description of the convergence similar to the convergence in 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