SPDEs with time-independent L\'evy colored noise

In this article, we introduce a time-independent version of the L\'evy colored noise considered in Balan (2015) and Balan and Jim\'enez (2026). We study the existence of the solution of a linear stochastic partial differential equation with this type of noise, and we identify some necessary conditions which guarantee that the solution has finite $p$-th order moments. Using tools from Malliavin calculus, we investigate the existence of the solution for the equation with multiplicative noise. As examples, we consider the stochastic heat and wave equations in any dimension $d \geq 1$.