  Motivated by the potential applications to the fractional Brownianmotion, we
study Volterra stochasticdifferential of the form~:\begin{equation}X\_t = x+
\int\_0^tK(t,s)b(s,X\_s)ds + \int\_0^tK(t,s) \sigma(s,X\_s)\,dB\_s ,\tag{E}
\label{eq:sdefbm}\end{equation}where $(B\_s, \, s\in [0,1])$ is a
one-dimensional standard Brownianmotion and $(K(t,s), \, t,s \in [0,1])$ is a
deterministic kernelwhose properties will be precised below but for which we
don't assumeany boundedness property.
