Support theorem for the solution of a white-noise-driven parabolic stochastic partial differential equation with temporal Poissonian jumps (Q5933656)

This article proves a support theorem (in the Skorokhod space) for a parabolic SPDE driven by a Gaussian white noise and an independent finite Poisson measure, digging further the stochastic analysis of discontinuous SPDE's which was recently initiated by \textit{E. Saint Loubert Bié} [Probab. Theory Relat. Fields 111, No. 2, 287-321 (1998; Zbl 0939.60064)].