# Limit behaviour of the minimal solution of a BSDE in the non Markovian setting

## TL;DR

This paper proves the continuity at the terminal time of solutions to certain backward stochastic differential equations (BSDEs) with singular terminal conditions in a non-Markovian setting, extending existing results.

## Contribution

It introduces a method using functional Itô calculus to establish continuity of BSDE solutions with non-Markovian terminal conditions.

## Key findings

- Proves continuity of BSDE solutions at terminal time in non-Markovian case
- Extends known results to more general non-Markovian settings
- Uses functional Itô calculus as a key tool

## Abstract

We use the functional It{\^o} calculus to prove that the solution of a BSDE with singular terminal condition is continuous at the terminal time. Hence we extend known results for a non-Markovian terminal condition.