We consider the class of stochastic linear Volterra equations of convolution type defined by fractional integration kernels g_ρ(t)= ¹_Γ(ρ) t^ρ-1, ρ∈(0,2).

Using an explicit formula for the scalar resolvent function, we establish the basic properties of the stochastic convolution process W_S. Our formulas are given in terms of the Mittag-Leffler's function