A system of Volterra-like integral equations characterizes the multi-temporal Laplace transform and two-time covariance of non-stationary multivariate Hawkes processes.
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Functional Laplace Transform of a Multivariate Hawkes Process, Subsequent Characteristics, and Numerical Approximations
A system of Volterra-like integral equations characterizes the multi-temporal Laplace transform and two-time covariance of non-stationary multivariate Hawkes processes.