Partial Information Stochastic Differential Games for Backward Stochastic Systems Driven By L\'{e}vy Processes

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 L\'{e}vy 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.