N. El-karoui and S. Peng-and-m.-c-quenez, Backward stochastic differential equations in finance, Math. Finance, vol.7, issue.1, pp.1-71, 1997.

P. Malliavin, Stochastic calculus of variations and hypoelliptic operators, Proc. Inter. Symp. on Stoch. Diff. Equations, pp.195-263, 1978.

I. Nourdin and . Giovanni-peccati, Normal approximations with Malliavin calculus. From Stein's method to universality, Cambridge Tracts in Mathematics, vol.192, 2012.
URL : https://hal.archives-ouvertes.fr/hal-01314406

R. J. Adler, An introduction to continuity, extrema, and related topics for general gaussian processes, Institute of Mathematical Statistics, p.12, 1990.

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

K. Bahlali, E. Essaky, and M. Hassani, Existence and uniqueness of multidimensional bsdes and of systems of degenerate pdes with superlinear generator, SIAM J. Math. Anal, vol.47, pp.4251-4288, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01297352

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.

X. Fernique, Régularité des trajectoires des fonctions aléatoires gaussiennes, 1975.

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, Integral transformations and anticipative calculus for fractional Brownian motions, Mem. Amer. Math. Soc, 2005.

Y. Hu, D. Ocone, and J. Song, Some results on backward stochastic differential equations driven by frcational brownian motions. Stochastic Analysis and Applications to Finance, Interdiscip. 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.

H. K. , Partial differential equations associated to the non-linear backward stochastic differential equations with Gaussian Volterra processes

H. Knani and M. Dozzi, Linear Backward Stochastic Differential Equations with Gaussian Volterra processes
URL : https://hal.archives-ouvertes.fr/hal-02384407

M. Kobylanski, Backward stochastic differential equations and partial differential equations with quadratic growth, Ann. Prob, vol.28, pp.558-602, 2000.

T. Mastrolia, Density analysis of non-markovian BSDEs and applications to biology and finance, vol.128, pp.897-938, 2018.
URL : https://hal.archives-ouvertes.fr/hal-01275679

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. R. , Stochastic differential equations, backward SDEs, partial differential equations, 2014.
URL : https://hal.archives-ouvertes.fr/hal-01108223

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

S. Peng, Backward stochastic differential equations and applications to optimal control, Applied Mathematics and Optimization, vol.27, issue.2, pp.125-144, 1993.

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.