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In this article, we give a new proof of the Ito formula for some integral processes related to the space-time Levy noise introduced in [1] [2] as an alternative for the Gaussian white noise perturbing an SPDE. We discuss two applications of this result, which are useful in the study of SPDEs driven by a space-time Levy noise with finite variance: a maximal inequality for the p-th moment of the stochastic integral, and the Ito representation theorem leading to a chaos expansion similar to the Gaussian case.

It&amp;ocirc; Formula for Integral Processes Related to Space-Time L&amp;eacute;vy Noise

Itô Formula for Integral Processes Related to Space-Time Lévy Noise