Proof

  1. Suppose is cont on
  2. Consider
  3. Suppose is any anti-derivative on
    1. Then, by defn of Antiderivative
    2. Since , is Differentiable on
    3. Thus. is continuous on as Differentiability Implies Continuous
    4. It follows that is also diffferentiable on
    5. By MVT, s.t
    6. by defn of
    7. Note that
    8. Thus,
    9. By MVT, . Choose
    10. Now,
    11. This is a Telescoping Series, then, you should get after computation:
    12. Thus,