Before revision:  If the volatility process admits a Volterra type representation, then the model is called a Volterra typeGaussian stochastic volatility model. The scaling regimes associated with a Gaussian stochastic volatility model are split into three groups: the large deviation group, the moderate deviation group, and the central limit group .
After revision:  If the volatility process admits a Volterra type representation, then the model is of Volterra type. Three scaling regimes associated with a Gaussian stochastic volatility model are split into three groups: the large deviation group, the moderate deviation group, and the central limit group .