We study path-dependent backward stochastic differential equations (BSDEs) with jumps. In this context path-dependence of a BSDE is the dependence of the BSDE-terminal condition and the BSDE-generator of a path of a càdlàg process. We study the path-differentiability of BSDEs of this type and...

We provide a proof for the functional Feynman-Kac Theorem for jump diffusions with path-dependent coefficients. To obtain this result we first study the existence and uniqueness of solutions to functional jump diffusions and derive a useful bound for the solution. We apply our results to the...