In this talk, we present recent developments in the theory of stochastic integration for volatility modulated Brownian Volterra (VMBV) processes. We extend the results by Barndorff-Nielsen et al. from Malliavin calculus to white noise analysis. We review stochastic differentiation and integration in the white noise setting. Concentrating on the Potthoff-Timpel spaces, we establish sufficient conditions for a generalized process to be integrable with respect to a VMBV process and prove some regularity results. This talk is based on joint work with Fred Espen Benth and Ole Barndorff-Nielsen.