Stochastic differential equations driven by additive Volterra-L\'evy and Volterra-Gaussian noises

We study the existence and uniqueness of solutions to stochastic differential equations with Volterra processes driven by L\'evy noise. For this purpose, we study in detail smoothness properties of these processes. Special attention is given to two kinds of Volterra-Gaussian processes that generalize the compact interval representation of fractional Brownian motion and to stochastic equations with such processes.