  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.
