TY - GEN A1 - Réveillac, Anthony T1 - On the orthogonal component of BSDEs in a Markovian setting N2 - In this Note we consider a Lipschitz backward stochastic differential equation (BSDE) driven by a continuous martingale $M$. We prove (in Theorem \ref{theorem:main}) that if $M$ is a strong Markov process and if the BSDE has regular data then the unique solution $(Y,Z,N)$ of the BSDE is reduced to $(Y,Z)$, \textit{i.e.} the orthogonal martingale $N$ is equal to zero, showing that in a Markovian setting the "usual" solution $(Y,Z)$ (of a BSDE with regular data) has not to be completed by a strongly orthogonal component even if $M$ does not enjoy the martingale representation property. Y1 - 2010 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/721 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-7216 ER -