Differentiable function/D in R/Linear approximation/Fact/Proof
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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.