A pathwise approach to backward and forward stochastic differential equations on the poisson space

We study the existence and uniqueness of pathwise solutions to backward and forward stochastic differential equations on the Poisson space. We obtain the structure of these pathwise solutions to give the relationship between them. Also, in the bilinear case, we calculate the explicit form of their chaos decompositions. *Partially supported by DGICYT grant PB93-0052, PB96-1182 and CIRIT grant 97-SGR00144.