Let be a fractional Brownian motion with Hurst parameter H. We study the stochastic differential equation where b is continuous in x and with We show that the set of pathwise solutions (not necessarily adapted) is a funnel whose upper and lower bounds are strong solutions (hence adapted). In both cases, and we give a uniqueness criterion which relaxes usual conditions. Moreover, in case we obtain a criterion of existence and uniqueness without any continuity assumption on b.