  Based on a recent result on characterising the path-independence of the
Girsanov transformation for non-Lipschnitz stochastic differential equations
(SDEs) with jumps on $R^d$, in this paper, we extend our consideration of
characterising the path-indpendent property from finite-dimensional SDEs with
jumps to stochastic evolution equations with jumps in Hilbert spaces. This is
done via Galerkin type finite-dimensional approximations of the
infinite-dimensional stochastic evolution equations with jumps in the manner
that one could then link the characterisation of the path-independence for
finite-dimensional jump type SDEs to that for the infinite-dimensional
settings. Our result provides an intrinsic link of infinite-dimensional
stochastic evolution equations with jumps to infinite-dimensional partial
integro-differential equations.
