  In this paper, we present martingale decomposition on time scales. We
establish the related backward stochastic dynamic equations on time scales
(this paper BS$\nabla$E for short, concerning $\nabla$-integral on time scales)
which unify backward stochastic differential equations and backward stochastic
difference equations. We prove the existence and uniqueness theorem of
BS$\nabla$E. This work can be considered as a unification and a generalization
of similar results in backward stochastic difference equations and backward
stochastic differential equations.
