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We present a unified approach to    $$L^p$$  L p -solutions (   $$p &gt; 1$$  p &gt; 1 ) of multidimensional backward stochastic differential equations (BSDEs) driven by Lévy processes and more general filtrations. New existence, uniqueness and comparison results are obtained. The generator functions obey a time-dependent extended monotonicity (Osgood) condition in the  y -variable and have general growth in  y . Within this setting, the results generalize those of Royer, Yin and Mao, Yao, Kruse and Popier, and Geiss and Steinicke.

journal of theoretical probability

$${{\varvec{L}}}^{{\varvec{p}}}$$-Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting