  This paper generalizes the integration theory for volatility modulated
Brownian-driven Volterra processes onto the space G* of Potthoff-Timpel
distributions. Sufficient conditions for integrability of generalized processes
are given, regularity results and properties of the integral are discussed. We
introduce a new volatility modulation method through the Wick product and
discuss its relation to the pointwise-multiplied volatility model.
