Backward stochastic differential equations with Young drift
  We prove via a direct fixpoint argument the well-posedness of backward stochastic differential equations containing an additional drift driven by a path of finite $p$-variation with $p \in [1,2)$. An application to the Feynman-Kac representation of semilinear rough partial differential equations is given. 
Joscha Diehl and Jianfeng Zhang
math.PR