Backward stochastic Volterra integral equations with jumps in a general filtration

In this paper, we study backward stochastic Volterra integral equations introduced in Lin [ Stochastic Anal. Appl. 20 (2002) 165–183] and Yong [ Stochastic Process. Appl. 116 (2006) 779–795] and extend the existence, uniqueness or comparison results for general filtration as in Papapantoleon et al. [ Electron. J. Probab. 23 (2018) EJP240] (not only Brownian-Poisson setting). We also consider L p -data and explore the time regularity of the solution in the Itô setting, which is also new in this jump setting.