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We use Yosida approximation to find an It\^o formula for mild solutions$\left\{X^x(t), t\geq 0\right\}$ of SPDEs with Gaussian and non-Gaussiancoloured noise, the non Gaussian noise being defined through compensatedPoisson random measure associated to a L\'evy process. The functions to whichwe apply such It\^o formula are in $C^{1,2}([0,T]\times H)$, as in the caseconsidered for SDEs in [9]. Using this It\^o formula we prove exponentialstability and exponential ultimate boundedness properties in mean square sensefor mild solutions. We also compare such It\^o formula to an It\^o formula formild solutions introduced by Ichikawa in [8], and an It\^o formula written interms of the semigroup of the drift operator [11] which we extend before to thenon Gaussian case.

Ito formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties