  We solve the Skorokhod embedding problem for a class of Gaussian processes
including Brownian motion with non-linear drift. Our approach relies on solving
an associated strongly coupled system of Forward Backward Stochastic
Differential Equation (FBSDE), and investigating the regularity of the obtained
solution. For this purpose we extend the existence, uniqueness and regularity
theory of so called decoupling fields for Markovian FBSDE to a setting in which
the coefficients are only locally Lipschitz continuous.
