We prove the existence of a weak solution to a backward stochastic
differential equation (BSDE) Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T
Z_s\,d\wien_s in a finite-dimensional space, where f(t,x,y,z) is affine
with respect to z, and satisfies a sublinear growth condition and a
continuity condition This solution takes the form of a triplet (Y,Z,L) of
processes defined on an extended probability space and satisfying
Y_t=\xi+\int_t^T f(s,X_s,Y_s,Z_s)\,ds-\int_t^T Z_s\,d\wien_s-(L_T-L_t) where
L is a continuous martingale which is orthogonal to any \wien. The solution
is constructed on an extended probability space, using Young measures on the
space of trajectories. One component of this space is the Skorokhod space D
endowed with the topology S of Jakubowski