  Results on the existence, uniqueness and strict comparison for solutions to a
BSDE driven by a multi-dimensional RCLL martingale are established. The goal is
to develop a general multi-asset framework encompassing a wide spectrum of
nonlinear financial models with jumps, including as particular cases the setups
studied by Peng and Xu \cite{PX2009,PX2010} and Dumitrescu et al.
\cite{DGQS2018} who dealt with BSDEs driven by a one-dimensional Brownian
motion and a purely discontinuous martingale with a single jump.
