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A solution of a BSDE is a triple \\((Y,Z,N)\\), where \\(Y\\) is an adapted c\u00e0dl\u00e0g process, \\(Z\\) is a predictable process and \\(N\\) is a c\u00e0dl\u00e0g martingale. Usually, the characteristic \\(f\\) of BSDE is supposed to be uniformly Lipschitz; to avoid this condition the authors look for solutions in a ``weighted space'', \\(f\\) satisfying non-uniform Lipschitz conditions. Namely, let \\[ Y_t= \\xi+ \\int^T_t f(s, Y_s,Z_s)dC_s- \\int^T_t Z^*_s dM_s- \\int^T_t dN_s \\] be a solution of the BSDE, let for \\(\\beta>0\\), \\[ \\widehat H^2_{T,\\beta}(\\mathbb{R}^d)= \\Biggl\\{\\varphi:\\Omega\\times \\mathbb{R}^+\\to\\mathbb{R}^d;\\text{ predictable},\\;|\\varphi|^2_\\beta= E\\int^T_0\\exp(\\beta A_t)|\\varphi_t|^2 dC_t<+ \\infty\\Biggr\\}, \\] where \\(A_t= \\int^t_0\\alpha^2_s dC_s\\); then there exists a unique solution such that \\(|(Y,Z,N)|_\\beta< \\infty\\) for a \\(\\beta\\) large enough. 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