WTS:

Proof

  1. Let be arbitrary
  2. Let
  3. Assume
  4. This means is Differentiable on
  5. So is continuous on
  6. Let be arbitrary
  7. Case 1:
    1. Then
  8. Case 2: or
    1. Note that is Differentiable on as
    2. Note that is Continuous on as
    3. Thus by MVT,
  9. Hence
  10. As required