A system of hypergeometric differential equations in $m$ variables of rank $p^m$

Abstract: We define a hypergeometric series in $m$ variables with $p+(p-1)m$ parameters, which reduces to the generalized hypergeometric series $pF{p-1}$ when $m=1$, and to Lauricella's hypergeometric series $F_C$ in $m$ variables when $p=2$. We give a system of hypergeometric differential equations annihilating the series. Under some non-integral conditions on parameters, we give an Euler type integral representation of the series, and linearly independent $p^m$ solutions to this system around a point near to the origin. We show that this system is of rank $p^m$, and determine its singular locus.