  In this paper, we provide variation of constants formulae for linear
(forward) stochastic Volterra integral equations (SVIEs, for short) and linear
Type-II backward stochastic Volterra integral equations (BSVIEs, for short) in
the usual It\^{o}'s framework. For these purposes, we define suitable classes
of stochastic Volterra kernels and introduce new notions of the products of
adapted $L^2$-processes. Observing the algebraic properties of the products, we
obtain the variation of constants formulae by means of the corresponding
resolvent. Our framework includes SVIEs with singular kernels such as
fractional stochastic differential equations. Also, our results can be applied
to general classes of SVIEs and BSVIEs with infinitely many iterated stochastic
integrals. The duality principle between generalized SVIEs and generalized
BSVIEs is also proved.
