There is a clip on YouTube of a 738 doing an ILS into Venice. They are aware before commencing the ILS that the weather has been fluctuating around the minima. During the descent they are informed that the weather is below the minima and they commence a missed approach.
I queried whether they should have continued the approach to the DA and then, if not visual, commenced the missed approach. I was informed that the particular company's SOP was that once they were informed that the weather was below minima after commencing an approach that the crew was to conduct a missed approach.