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3.7 Proof of Leibniz’s rules

To prove (iii) and (iv), we use the following.

LEMMA

A differentiable function is continuous.

Proof. To prove that gg is continuous at aa, we wish to prove that g(a+h)g(a)g(a+h)\rightarrow g(a) as h0h\rightarrow 0. For gg differentiable at aa, we introduce the difference quotient by

g(a+h)=(g(a+h)-g(a)h)h+g(a)g(a+h)=\Bigl({{g(a+h)-g(a)}\over{h}}\Bigr)h+g(a)
g(a)0+g(a)=g(a)\rightarrow g^{\prime}(a)0+g(a)=g(a)

as h0h\rightarrow 0; hence gg is continuous at aa.