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