The Volterra functions appeared at the beginning of the second decade of the twentieth century in the theory of definite integrals, integral equations and prime numbers in the works of famous mathematicians Srinivasa Ramanujan, Jacques Touchard, Vito Volterra and Edmund Landau. However, between 1943-1953, the Volterra functions started to play an important role also in the investigations of a number of French mathematicians because they found that these functions are the direct and inverse transforms in the laplace transformation of some elementary and special functions. This book examines both integral equations and Volterra functions in detail and highlights the important roles that each of these functions perform.