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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 ...

Let $B_t(\omega)$ be a standard Brownian motion and let $A\in\mathcal{B}(\mathbb R)$ be a Borel set. I would like to find the distribution of $$Y_A(\omega):=\lambda(\{t\in[0,1]:B_t(\omega)\in A\})=\...