We study optimal control of stochastic Volterra integral equations (SVIE)
with jumps by using Hida-Malliavin calculus.
  - We give conditions under which there exists unique solutions of such
equations.
  - Then we prove both a sufficient maximum principle (a verification theorem)
and a necessary maximum principle via Hida-Malliavin calculus.
  - As an application we solve a problem of optimal consumption from a cash
flow modelled by an SVIE

Agram, Nacira

Yakhlef, Samia