Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients

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A solution is given to generalized backward stochastic differential equations driven by a real-valued RCLL martingale on an arbitrary filtered probability space. The existence and uniqueness of a solution are proved via the Yosida approximation method when the generators are only stochastic monotone with respect to the y-variable and stochastic Lipschitz with respect to the z-variable, with different linear growth conditions.