Let , then:
Let us prove the last formula. We must prove that is a continuous function:
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)]R0(t)which is continuous at the point t=0.
Instead of equation (10), we may derive a more general formula: