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Lat $x < y < z$. Suppose $f : (x, z) \rightarrow \mathbb{R}$ is continuous and differentiable at every point of $(x, z)$ \ ${y}$, and that $f'$ has a limit at $y$. Prove that $f$ is differentiable at $y$ and that $f'(y) = \lim_{x \to y} f'(x)$.

How will we go about showing differentiability and the limit in this case? Firstly, I'm unsure what is meant by the fact that "$f'$ has a limit at $y$" and how is that relevant? Moreover, am I allow to use the mean-value theorem or does that require differentiability at y?

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To answer to this question : what is meant by the fact that $f'$ has a limit at $y$ and how is that relevant?

It simply mean that $f'$ is $\mathcal C^1$.

A classical example is $$f(x)=\begin{cases}x^2\cos\left(\frac{1}{x}\right)&x\neq 0\\0&x=0\end{cases}.$$

This function is derivable on the whole set $\mathbb R$ but $f'$ is not $\mathcal C^1(\mathbb R)$ since $f'$ has no limit at $0$.


Hint

By Mean value theorem, for all $h$ s.t. $(y-h,y+h)\subset (x,z)$, there is $z_h$ s.t. $|z_h-y|< h$ and $$f(y+h)-f(y)=f'(z_h)h.$$ I let you conclude.

Surb
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