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The solution to the above system is considered in the mild form. Then, necessary and sufficient conditions on the L\u00e9vy exponent -- indeed, on the \\textit{gauge function} associated to it -- are provided, so that the zero set of \\(u\\) is non-void and, in this case, the Hausdorff dimension of \\(u^{-1}\\{0\\}\\) is computed.  In order to proof the main result, the authors study, in a general setting, the polar sets of the zero set of a L\u00e9vy sheet and of its associated perturbation, which is given by itself plus and additive L\u00e9vy process. In particular, the latter process is used to establish a comparison principle that is used to compute the Hausdorff dimension of the zero set of an \\(N\\)-parameter \\(d\\)-dimensional L\u00e9vy sheet. These results are strongly based on [\\textit{D. Khoshnevisan} and \\textit{Y. Xiao}, Ann. Probab. 30, No. 1, 62--100 (2002; Zbl 1019.60049), Progress in Probability 57, 151--170 (2004; Zbl 1065.60101)] and [\\textit{D. Khoshnevisan, N. R. Shieh} and \\textit{Y. Xiao}, Probab. Theory Related Fields 140, No. 1--2, 129--167 (2008; Zbl 1139.60010)].  Eventually, along the paper some particular examples of L\u00e9vy noises are analysed, such as stable noises and noises with stable 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