On existence and uniqueness of solutions to uncertain backward stochastic differential equations FEI Wei-yin Abstract. This paper is concerned with a class of uncertain backward stochastic differential equations (UBSDEs) driven by both an m-dimensional Brownian motion and a d-dimensional canonical process with uniform Lipschitzian coefficients. Such equations can be useful in modelling hybrid systems, where the phenomena are simultaneously subjected to two kinds of uncertainties: randomness and uncertainty. The solutions of UBSDEs are the uncertain stochastic processes. Thus, the existence and uniqueness of solutions to UBSDEs with Lipschitzian coefficients are proved. §1 Introduction Randomness is a basic type of objective uncertainty, and probability theory is a branch of mathematics for studying the behavior of random phenomena. The study of probability theory was started by Pascal and Fermat in 1654, and an axiomatic foundation of probability theory given by Kolmogorov in 1933. The concept of fuzzy set was initiated by Zadeh [37] via membership function in 1965. In order to measure a fuzzy event, Zadeh [38] introduced the theory of possibility. Moreover, fuzzy random variables are mathematical descriptions for fuzzy stochastic phenomena (i.e., a mixture of fuzziness and randomness) and can be defined in several ways on the basis of probability theory and fuzzy mathematics. The concept of fuzzy random variables are introduced by Kwakernaak [21,22] and Puri and Ralescu [33]. Furthermore, the theory of fuzzy-valued (or set-valued) random systems was also investigated by many researchers, such as Fei [6,7,9,12,[14][15][16], Li and Guan [23], Malinowski et al. [28,29] and references therein.However, some information and knowledge are usually represented by human language like "about 100km", "roughly 80kg", "low speed", "middle age", and "big size". A lot of surveys MR Subject Classification: 60H10, 94D05.