The stochastic response of the smooth and discontinuous (SD) oscillator under additive and multiplicative Poisson white noise excitation is studied by the generalized cell mapping method. Based on the digraph analysis algorithm, the attractors, basins of attraction, basin boundaries, saddles and invariant manifolds of the SD oscillator can be obtained. The transient and stationary responses of the SD oscillator under Poisson white noise excitation are computed based on the matrix analysis algorithm. It can be found that there is a close relationship between the evolution direction of probability density and the unstable manifold. Monte Carlo results are used to verify the efficiency and accuracy of the matrix analysis algorithm.