Before revision:  We illustrate the applicability of our results on  a class of hyper-rough Volterra Heston models with a Hurst index H \in (-1/2,1/2].
After revision:  We illustrate the applicability of our results on Hawkes processes and a class of hyper-rough Volterra Heston models with a Hurst index H \in (-1/2,1/2].