  Stochastic Volterra integral equations with jumps (SVIEs) have become very
common and widely used in numerous branches of science, due to their
connections with mathematical finance, biology, engineering and so on. In this
paper, we apply the successive approximation method to investigate the
existence and uniqueness of solutions to the SVIEs driven by Brownian motion
and compensated Poisson random measure under non-Lipschitz condition.
