A CLASS OF CONFORMABLE BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS

In this paper, we study conformable backward stochastic differential equations driven by a Brownian motion and a compensated random measure. We derive the conformable Itô’s formula with jumps and a priori estimates and we obtain the existence and uniqueness of solutions under some assumptions in the framework of the conformable derivative. In addition we get a predictable representation of the solution. Comparison theorems for the operator g under different conditions are given. We also establish the inverse comparison theorem for the operator g under a Lipschitz condition.