  We consider stochastic Volterra integral equations driven by a fractional
Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm
estimates for the solution and its Malliavin derivative. We then show existence
and smoothness of the density under suitable nondegeneracy conditions. This
extends the results in Hu-Nualart and Nualart-Saussereau where stochastic
differential equations driven by fractional Brownian motion are considered. The
proof uses a priori estimates for deterministic differential equations driven
by a function in a suitable Sobolev space.
