  We show a concise extension of the monotone stability approach to backward
stochastic differential equations (BSDEs) that are jointly driven by a Brownian
motion and a random measure for jumps, which could be of infinite activity with
a non-deterministic and time inhomogeneous compensator. The BSDE generator
function can be non convex and needs not to satisfy global Lipschitz conditions
in the jump integrand. We contribute concrete criteria, that are easy to
verify, for results on existence and uniqueness of bounded solutions to BSDEs
with jumps, and on comparison and a-priori $L^{\infty}$-bounds. Several
examples and counter examples are discussed to shed light on the scope and
applicability of different assumptions, and we provide an overview of major
applications in finance and optimal control.
