E. Alòs, O. A. Mazet, and . Nualart, Stochastic calculus with respect to Gausssian processes, Ann. Probab, vol.29, pp.766-801, 2001.

C. Bender, Explicit solutions of a class of linear fractional BSDEs, Syst. Control Letters, vol.54, pp.671-680, 2005.

C. Bender, Backward SDE's driven by gaussian processes, Stoch. Process. Appl, vol.124, pp.2892-2916, 2014.

C. Bender and L. Viitasaari, A general non-existence result for linear BSDEs driven by a Gaussian process, Stochastic Process. Appl, vol.127, pp.1204-1233, 2017.

B. Boufoussi, M. Dozzi, and R. M. , Local time and Tanaka formula for a Volterra-type multifractional Gaussian process, Bernoulli, vol.16, pp.1294-1311, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00389740

R. Carmona, Lectures on BSDEs, stochastic control and stochastic differential games with financial applications, 2016.

P. ?oupek and B. M. , Stochastic evolution equations with Volterra noise, Stochastic Processes and their Applications, vol.127, pp.877-900, 2017.

S. Crépey, Financial modeling, a backward stochastic differential equations perspective, 2013.

J. Diehl and P. Friz, Backward stochastic differential equations with rough drivers, Ann. Probab, vol.40, pp.1715-1758, 2014.

M. Harrison and S. R. Pliska, Martingales and stochastic integrals in the theory of continous trading, Stoch. Proc. Appl, vol.11, pp.215-260, 1981.

Y. Hu, D. Ocone, and J. Song, Some results on backward stochastic differential equations driven by frcational brownian motion. Stochastic Analysis and Applications to Finance, Intediscip. Math. Sci, vol.13, pp.225-242, 2012.

Y. Hu and S. Peng, Backward stochastic differential equation driven by fractional brownian motion, SIAM J. Control Optim, vol.48, pp.1675-1700, 2009.

K. Ja?czak-borkowska, Generalized BSDEs driven by fractional brownian motion, Stat. Probab. Lett, vol.83, pp.805-811, 2013.

L. Maticiuc and T. Nie, Fractional backward stochastic differential equations and fractional backward variational inequalities, J. Theor. Probab, vol.28, pp.337-395, 2015.

D. Nualart, The Malliavin calculus and related topics, 2006.

E. Pardoux and A. Canu, Stochastic differential equations, backward SDEs, partial differential equations, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01108223

E. Pardoux and S. G. Peng, Adapted solution of a backward stochastic differential equation, Syst. Control Lett, vol.14, pp.55-61, 1990.

H. Pham, Continous-time stochastic control and optimization with financial applications, 2009.

T. Sottinen and L. Viitasaari, Stochastic analysis of gaussian processes via fredholm representation, Intern. J.Stoch. Anal, 2016.

A. Sow and B. D. , Fractional anticipated BSDEs with stochastic lipschitz coefficients. Random Oper, Stoch. Eq, vol.26, pp.143-161, 2018.

N. Touzi, Optimal stochastic control, stochastic target problems and backward SDE, 2012.

J. Wen and Y. Shi, Anticipative backward stochastic differential equations driven by fractional brownian motion, Stat. Probab. Lett, vol.122, pp.118-127, 2017.

H. Zhang, Properties of solutions of fractional backward stochastic differential equations, Appl. Math. Comp, vol.228, pp.446-453, 2014.

J. Zhang, Backward Stochastic differential equations, probability theory and stochastic modelling, 2017.