$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient

Abstract: In this paper, we study the existence and uniqueness of $\mathbb{L}^p$-solutions for $p \in (1, 2)$, first for backward stochastic differential equations (BSDEs) in a general filtration that supports a Brownian motion and an independent Poisson random measure, and then for reflected BSDEs with an RCLL barrier in the same stochastic framework. The results are obtained under suitable $\mathbb{L}^p$-integrability conditions on the data and a stochastic-Lipschitz condition on the coefficient.