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

Yassine El Qalli; Badr Elmansouri

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arXiv · 2508.07039

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

Yassine El Qalli·Badr Elmansouri

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Abstract

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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Yassine El Qalli, Badr Elmansouri. 2025-08-09. $\mathbb{L}^p$-solutions for Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficients. https://arxiv.org/abs/2508.07039

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