Anticipating stochastic Volterra equations

In this paper we establish the existence and uniqueness of a solution for stochastic Volterra equations assuming that the coefficients F(t,s,x) and G(i)(t,s,x) are F-t-measurable, for s less than or equal to t, where {F-t} denotes the filtration generated by the driving Brownian motion. we Impose some differentiability assumptions on the coefficients, in the sense of the Malliavin calculus, in the time interval [s, t]. Some properties of the solution are discussed. (C) 1997 Elsevier Science B.V.