= If(s',t') f(s',t) + f(s',t) f(s,t)l

 s f(s',t') f(s',t)| + f(s',t) f(s,t)j


 = RA f + f(0,t') f(0,t)l + AR f + f(s',0) f(s,0)|


 5 Ap fI + Ilf(0,t') f(o,t)l + |A 2f| + If(s',0) f(s,0)

 5 VarR (f) + Var[t f(O,*) + VarR2(f) + Var[ss']f(.,0)

 (Var (f.) Var (f))
 S( ar[(o,o),(s',t')]( ) a [(o,o),(s,t)]

 + Var [ttf(0,.) + Varss.]f(.,0)


 = fl(s',t') If (s,t)

(cf. Remark 4 following Definition 2.3.1).



 ~t- (s', t)
 R /
 1 ,
 t (s,t)

 R2



 s s'

 Figure 2-11 Bounding the difference f(s',t') f(s,t)




Then Ifl(s',t') Ifl(s,t) > f(s',t') f(s,t), hence