Proof
If
is
differentiable,
then we set
-

Then the only possibility to fulfill the conditions for
is
-

Because of differentiability, the limit
-

exists, and its value is
. This means that
is continuous in
.
If
and
exist with the described properties, then for
the relation
-

holds. Since
is continuous in
, the limit on the left-hand side, for
, exists.