  This paper considers a forward BSDE driven by a random measure, when the
underlying forward process X is special semimartingale, or even more generally,
a special weak Dirichlet process. Given a solution (Y, Z, U), generally Y
appears to be of the type u(t, X\_t) where u is a deterministic function. In
this paper we identify Z and U in terms of u applying stochastic calculus with
respect to weak Dirichlet processes.
