In the first part of the seminar we introduce Backward Stochastic Differential Equations (BSDEs) driven by a Brownian motion, and we show a classical well-posedness result for this class of equations. In the second part, we give an overview on jump measures and related stochastic calculus. Then, we consider BSDEs driven by a general random measure, and we show how additional conditions have to be imposed in order to recover existence and uniqueness for the corresponding solutions.