Asymptotically critical multivariate Hawkes processes converge to the unique weak solution of a stochastic Volterra equation with a measure kernel, characterized by an admissible pair (K, Φ).
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Scaling Limit Theorems for Multivariate Hawkes Processes and Stochastic Volterra Equations with Measure Kernel
Asymptotically critical multivariate Hawkes processes converge to the unique weak solution of a stochastic Volterra equation with a measure kernel, characterized by an admissible pair (K, Φ).