  We study Backward Stochastic Differential Equations on a probability space
equipped with a Brownian filtration. We assume that the terminal value and the
generator at zero are merely integrable. Moreover, the generator is assumed to
be non-increasing with respect to the value variable (with no restrictions on
the growth) and Lipschitz continuous, with sublinear growth, with respect to
the control variable. We provide a priori estimate and stability result for
solutions to the aforementioned BSDEs.
