Let , then:

and(10) |

Let us prove the last formula. We must prove that is a continuous function:

(11) | ||

(12) | ||

(13) |

The last term has the sharpest discontinuity , so we needn't pay any attention to the first one. Repeating the procedure we get at the end the sharpest term:

[*S*(*t*)-*S*(0)]*R _{0}*(

Instead of equation (10), we may derive a more general formula:

1/13/1998