  Relying on the method developed in [debusscheromito2014], we prove the
existence of a density for two different examples of random fields indexed by
$(t,x)\in(0,T]\times \Rd$. The first example consists of SPDEs with Lipschitz
continuous coefficients driven by a Gaussian noise white in time and with a
stationary spatial covariance, in the setting of [dalang1999]. The density
exists on the set where the nonlinearity $\sigma$ of the noise does not vanish.
This complements the results in [sanzsuess2015] where $\sigma$ is assumed to be
bounded away from zero. The second example is an ambit field with a stochastic
integral term having as integrator a L\'evy basis of pure-jump, stable-like
type.
