This is sort of a multi-part question, mostly dealing with how to treat non-local Hamiltonians and how the corresponding properties of Hamiltonians work in a non-local framework. I proposed an example to make explanation easier, but generalized answers are helpful too.
To start:
How does one apply the Legendre transform to a non-local Lagrangian, or get the Hamiltonian of such a Lagrangian?
For example, given the functional: $$ F=\frac{1}{2}\int^t_0 \left(\dot{x}(\tau)\dot{x}(t-\tau)-x(\tau)x(t-\tau)\right)\,\text{d}\tau $$ Which, when varied with respect to the state, is stationary for the system: $$ \ddot{x}(\tau)-x(\tau)=0 $$ Taking the derivative with respect to $\dot{x}$ of $F$ yields: $$ \frac{\partial F}{\partial \dot{x}}=\frac{1}{2}\int^t_0 \dot{x}(\tau)\,\text{d}\tau+\frac{1}{2}\int^t_0 \dot{x}(t-\tau)\,\text{d}\tau=\int^t_0 \dot{x}(\tau)\,\text{d}\tau $$ Would it then be true that?: $$ \frac{\partial F}{\partial \dot{x}}=\int^t_0 p(\tau)\,\text{d}\tau $$ So we can go on to say: $$ \int^t_0 \mathcal{H}\,\text{d}\tau=\int^t_0 p(\tau)p(t-\tau)\,\text{d}\tau-\left.F\right|_{\dot{x}=p} $$ Which gives: $$ \int^t_0 \mathcal{H}\,\text{d}\tau=\frac{1}{2}\int^t_0 p(\tau)p(t-\tau)+x(\tau)x(t-\tau)\,\text{d}\tau $$ So can we say?: $$ \mathcal{H}=\frac{1}{2}\left(p(\tau)p(t-\tau)+x(\tau)x(t-\tau)\right) $$ Additionally: $$ \frac{\text{d}\mathcal{H}}{\text{d}\tau}=\frac{1}{2}\left(\dot{p}(\tau)p(t-\tau)-p(\tau)\dot{p}(t-\tau)+\dot{x}(\tau)x(t-\tau)-\dot{x}(t-\tau)x(\tau)\right) $$ Would it then be correct to substitute?: $$ \dot{p}(\tau)=x(\tau) $$ $$ \dot{p}(t-\tau)=x(t-\tau) $$ $$ \dot{x}(\tau)=p(\tau) $$ $$ \dot{x}(t-\tau)=p(t-\tau) $$ Which gives: $$ \frac{\text{d}\mathcal{H}}{\text{d}\tau}=\frac{1}{2}\left(u(\tau)p(t-\tau)-p(\tau)u(t-\tau)+p(\tau)x(t-\tau)-p(t-\tau)x(\tau)\right) $$ Integrating both sides (and making some integration substitutions) then yields: $$ \int^t_0 \frac{\text{d}\mathcal{H}}{\text{d}\tau} = 0 $$ Would this imply that $\mathcal{H}$ is constant?
Lastly, to get back the equations of motion from $\mathcal{H}$, we have: From: $$ \frac{\partial\mathcal{H}}{\partial p}=\dot{x} $$ and $$ \frac{\partial\mathcal{H}}{\partial x}=-\dot{p} $$ We have $$ \frac{\partial}{\partial p}\int^t_0 \mathcal{H}\,\text{d}\tau = \int^t_0 \dot{x}(\tau)\,\text{d}\tau $$ Or $$ \int^t_0 \dot{x}(\tau)\,\text{d}\tau=\int^t_0 p(\tau)\,\text{d}\tau $$ and $$ \frac{\partial}{\partial x}\int^t_0 \mathcal{H}\,\text{d}\tau = \int^t_0 \dot{p}(\tau)\,\text{d}\tau $$ Or $$ \int^t_0 \dot{p}(\tau)\,\text{d}\tau=-\int^t_0 x(\tau)\,\text{d}\tau $$ This does not match the initial equations of motion, is that due to the non-local nature of the formulation? Would we then say that?:
$$ \frac{\partial\mathcal{H}}{\partial p}=\dot{x} $$ and $$ \frac{\partial\mathcal{H}}{\partial x}=\dot{p} $$