Before revision:   There are two possible extensions for scalar backward stochastic differential equations for the set-valued framework: (1) backward stochastic differential inclusions  ;
After revision:  In the multivariate setting, dynamic risk measures have been defined and studied as families of set-valued functionals in the recent literature. There are two possible extensions for scalar backward stochastic differential equations for the set-valued framework: (1) backward stochastic differential inclusions ;