  This paper focuses on a kind of linear quadratic non-zero sum differential
game driven by backward stochastic differential equation with asymmetric
information, 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 [IEEE
TAC (2010) 55: 1742-1747, Automatica (2012) 48: 342-352], novel motivations for
studying this kind of game are provided. Some feedback Nash equilibrium points
are uniquely obtained by forward-backward stochastic differential equations,
their filters and the corresponding Riccati equations with Markovian setting.
