As the title says I am trying to prove $a \mathbb Z + b \mathbb Z = gcd(a,b) \mathbb Z$.
My steps so far:
$$a \mathbb Z + b \mathbb Z = \{ a z_1 + bz_2 : z_1, z_2 \in \mathbb Z \} = \{ kp z_1 + lpz_2 : z_1, z_2 \in \mathbb Z \}$$
where $p=gcd(a,b)$, $kp=a$ and $lp=b$.
$$\ldots = \{ p \cdot (k z_1 + l z_2) : z_1, z_2 \in \mathbb Z \} = p \{(k z_1 + l z_2) : z_1, z_2 \in \mathbb Z \}$$
So far, so good. What remains to show is that
$$\{(k z_1 + l z_2) : z_1, z_2 \in \mathbb Z \} = \mathbb Z $$
since then it would follow that
$$p \{(k z_1 + l z_2) : z_1, z_2 \in \mathbb Z \} = p \mathbb Z $$
but here I am stuck. I suspect it has something to do with the fact that $k$ and $l$ are coprime? Maybe there is a theorem about linear combinations of coprime numbers that somehow generates all integers? In any case, help is much appreciated!