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This paper focuses on a kind of linear quadratic non-zero sum differentialgame driven by backward stochastic differential equation with asymmetricinformation, which is a natural continuation of Wang and Yu [IEEE TAC (2010)55: 1742-1747, Automatica (2012) 48: 342-352]. Different from Wang and Yu [IEEETAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352], novel motivations forstudying this kind of game are provided. Some feedback Nash equilibrium pointsare uniquely obtained by forward-backward stochastic differential equations,their filters and the corresponding Riccati equations with Markovian setting.

A kind of linear quadratic non-zero sum differential game of backward stochastic differential equation with asymmetric information