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              <p>We discuss a class of Backward Stochastic Differential Equations(BSDEs) with no driving martingale. When the randomness of the driver depends on a general Markov process $X$, those BSDEs are denominated Markovian BSDEs and can be associated to a deterministic problem,called Pseudo-PDE which constitute the natural generalization of a  parabolicsemilinear PDE which naturally appears when the underlying filtration is Brownian. We consider two aspects of well-posedness forthe Pseudo-PDEs:  "classical" and "martingale" solutions. </p>
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