Malliavin regularity and weak approximation of semilinear SPDE with L\'evy noise

We investigate the weak order of convergence for space-time discrete approximations of semilinear parabolic stochastic evolution equations driven by additive square-integrable L'evy noise. To this end, the Malliavin regularity of the solution is analyzed and recent results on refined Malliavin-Sobolev spaces from the Gaussian setting are extended to a Poissonian setting. For a class of path-dependent test functions, we obtain that the weak rate of convergence is twice the strong rate.