We apply the semigroup setting of Desch and Miller to a class of stochastic integral eqations of Volterra type with completely monotone kernels with a mutiplicative noise term. The corresponding equation is an infinite dimensional stochastic equation with unbounded diffusion operator that we solve with the semi group approach of Da Prato and Zabezyk. As a motivation of our results, we study an optimal control problem when the control enters the system together with the noise.