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

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.