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We present a unified approach to $L^p$-solutions ($p > 1$) ofmultidimensional backward stochastic differential equations (BSDEs) driven byL\'evy processes and more general filtrations. New existence, uniqueness andcomparison results are obtained. The generator functions obey a time-dependentextended monotonicity (Osgood) condition in the $y$-variable and have generalgrowth in $y$. Within this setting, the results generalize those of Royer(2006), Yin and Mao (2008), Yao (2017), Kruse and Popier (2016/2017) and Geissand Steinicke (2018).

$L^p$-Solutions and Comparison Results for L\'evy Driven BSDEs in a Monotonic, General Growth Setting