Volterra Processes (integration wrt Brownian motion): reference request

Question

I need some references about Volterra processes $Y=(Y_t)_{t\geq0}$ defined as $$ Y_t:=\int_{0}^{t} g(t,s)dB_s, \ \ t\geq 0,$$

where $B=\left(B_t\right)_{t\geq0}$ is a brownian motion and $g$ satisfies $\int_{0}^{t} g(t,s)^2ds<\infty$.

Even general references on the integration of deterministic functions wrt Brownian motion would be fine.

Thanks

Answer 1

one source of many references about Voltera processes and a stochastic calculus for them is in

"Stochastic integration with respect to Volterra processes" by L. Decreusefond.