Large and moderate deviations for stochastic Volterra systems

We provide a unified treatment of pathwise Large and Moderate deviations principles for general class multidimensional stochastic Volterra equations with singular kernels, not necessarily convolution form. Our methodology is based on the weak convergence approach by Budhijara, Dupuis Ellis. show in particular how this framework encompasses most rough volatility models used mathematical finance generalises many recent results literature.