Title: Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven By Lévy Processes,
Abstract: In this paper, we consider a partial information two-person zero-sum
stochastic differential game problem where the system is governed by a backward
stochastic differential equation driven by Teugels martingales associated with
a Lévy process and an independent Brownian motion. One sufficient (a
verification theorem) and one necessary conditions for the existence of optimal
controls are proved. To illustrate the general results, a linear quadratic
stochastic differential game problem is discussed.