  We construct the basis of a stochastic calculus for so-called Volterra
processes, i.e., processes which are defined as the stochastic integral of a
time-dependent kernel with respect to a standard Brownian motion. For these
processes which are natural generalization of fractional Brownian motion, we
construct a stochastic integral and show some of its main properties:
regularity with respect to time and kernel, transformation under an absolutely
continuous change of probability, possible approximation schemes and Ito
formula.
