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\\((\\Omega,{\\mathcal F},({\\mathcal F}_t)\\,(0\\leq t\\leq T), \\operatorname{P})\\) be a filtered probability space such that every \\(({\\mathcal F}_t)\\)-local martingale is continuous. The author studies a backward stochastic differential equation (BSDE) of the form NEWLINE\\[NEWLINEY_t= Y_0- \\int^t_0 f(s,Z_s)\\,d\\langle M\\rangle_s+ \\int^t_0 Z_s dM_s+ L_t,\\quad Y_T= \\eta,\\tag{\\(*\\)}NEWLINE\\]NEWLINE where the generator \\(f: [0,T]\\times \\Omega\\times\\mathbb{R}\\to \\mathbb{R}\\) is measurable and, for any \\(z\\), \\(f(\\cdot,\\cdot,z)\\) is predictable, \\(\\eta\\) is an \\({\\mathcal F}_T\\)-measurable random variable, and \\((M_t)\\) \\((0\\leq t\\leq T)\\) is a given square integrable \\(({\\mathcal F}_t)\\)-martingale. A solution of \\((*)\\) is a triple \\((Y,Z,L)\\), where \\((Y_t)\\) \\((0\\leq t\\leq T)\\) is a semimartingale, \\((Z_t)\\) \\((0\\leq t\\leq T)\\) is predictable such that NEWLINE\\[NEWLINE\\operatorname{E}\\Biggl[\\int^T_0 Z^2_s d\\langle M\\rangle_s\\Biggr]< \\infty,NEWLINE\\]NEWLINE and \\((L_t)\\) \\((0\\leq t\\leq T)\\) is a square integrable martingale orthogonal to \\(M\\) such that \\((Y,Z,L)\\) satisfies \\((*)\\). Let \\({\\mathcal E}_{t,s}(\\int f_l'(u)\\,dM)\\) denote the unique solution of the linear SDE NEWLINE\\[NEWLINEdX_s= X_sf_l'(s, u_s)\\,dM_s,\\quad X_t= 1\\;(t\\leq s\\leq T)NEWLINE\\]NEWLINE (\\(f_l'\\) denoting the left derivative of \\(f\\) w.r.t. \\(z\\)). Let BMO denote the class of all continuous martingales \\(M\\) such that NEWLINE\\[NEWLINE\\sup_\\tau \\| \\operatorname{E}[\\langle M\\rangle_T- \\langle M\\rangle_\\tau\\mid F_\\tau]\\|_\\infty< \\inftyNEWLINE\\]NEWLINE (the supremum taken over all stopping times \\(0\\leq \\tau\\leq T\\)). The main result is the following.NEWLINENEWLINE Let \\((M_t)\\in\\text{BMO}\\) and assume that \\(f(t,\\omega,\\cdot)\\) is continuous, convex and satisfies a certain quadratic growth condition. Then (under some additional technical assumption) there exists a solution \\((V_t)\\) \\((0\\leq t\\leq T)\\) of \\((*)\\) of the form NEWLINE\\[NEWLINEV_t= \\text{ess\\,sup}_{u\\in U}\\operatorname{E}\\Biggl[\\operatorname{E}_{t,T}(\\int f_l'(u)\\,dM)\\Biggl(\\eta+ \\int^T_t [f(s, u_s)- f_l'(s, u_s)\\,u_s]\\,d\\langle M\\rangle_s\\Biggr)\\Biggl|{\\mathcal F}_t\\Biggr],NEWLINE\\]NEWLINE where \\(U\\) is the class of predictable bounded 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