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$\mathbb{L}^p$-solutions for Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficients
Yassine El Qalli, Badr Elmansouri · 2025-08-10 · via math.PR updates on arXiv.org

In this paper, we establish existence and uniqueness of $\mathbb{L}^p$-solutions, for $p \in (1,2)$, to reflected backward stochastic differential equations (RBSDEs) in a general filtration supporting both a Brownian motion and an independent Poisson random measure. Our results are derived under suitable $\mathbb{L}^p$-integrability assumptions on the data and a stochastic Lipschitz condition on the coefficient.

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