Existence and uniqueness of solutions is established for stochastic Volterra integral equations driven by right continuous semimartingales. This resolves (in the affirmative) a conjecture of M. Berger and V. Mizel.
Philip Protter. "Volterra Equations Driven by Semimartingales." Ann. Probab. 13 (2) 519 - 530, May, 1985. https://doi.org/10.1214/aop/1176993006