\begin{equation}
  \left\{
    \begin{aligned}
      \xi(u, \delta_1) & = \eta_1(u),\\
      \xi(u, \delta_s) & = \rho_{s-1}\, \xi(u, \delta_{s-1}) + \eta_s(u),
      \quad 1 < s \le S,
    \end{aligned}\right.
\end{equation}
