  We study the regularity properties of integro-partial differential equations
of Hamilton-Jocobi-Bellman type with terminal condition, which can be
interpreted through a stochastic control system, composed of a forward and a
backward stochastic differential equation, both driven by a Brownian motion and
a compensated Poisson random measure. More precisely, we prove that, under
appropriate assumptions, the viscosity solution of such equations is jointly
Lipschitz and jointly semiconcave in $(t,x)\in\Delta\times\R^d$, for all
compact time intervals $\Delta$ excluding the terminal time. Our approach is
based on the time change for the Brownian motion and on Kulik's transformation
for the Poisson random measure.
