We study the well-posedness for backward stochastic differential equations (BSDEs) with a nonlinear Young integral. As one of applications, non-linear Feynman-Kac formulae for a class of rough partial differential equations are obtained. The key ingredients of proof include the comparison principle, the continuity of the solutions, and a modified Picard's iteration method. This is joint work with Huilin Zhang and Kuan Zhang.
