First, R \mathbb{R} R is an interval , and every t ∈ R t\in\mathbb{R} t ∈ R is an interior point of it, since t − 1 < t < t + 1 t-1<t<t+1 t − 1 < t < t + 1 with t − 1 , t + 1 ∈ R t-1,t+1\in\mathbb{R} t − 1 , t + 1 ∈ R . Hence Derivative at an Interior Point applies at every point of R \mathbb{R} R , and every increment h ≠ 0 h\ne0 h = 0 is admissible.
Case c = 0 c=0 c = 0 . By item 1 of Basic Properties of the Exponential Function , exp ( 0 ) = 1 \exp(0)=1 exp ( 0 ) = 1 , so E 0 E_0 E 0 is the constant function 1 1 1 . By the constant clauses of claims 2 and 4 of the one-dimensional rules lemma , E 0 E_0 E 0 is differentiable at every t t t with derivative 0 = c exp ( c t ) 0=c\,\exp(ct) 0 = c exp ( c t ) and continuous at every t t t .
Case c ≠ 0 c\ne0 c = 0 . Fix t ∈ R t\in\mathbb{R} t ∈ R and let ε > 0 \varepsilon>0 ε > 0 . By item 3 of Basic Properties of the Exponential Function , exp \exp exp is differentiable at the point c t ct c t with derivative exp ( c t ) \exp(ct) exp ( c t ) , the derivative being the one-dimensional one of Derivative at an Interior Point . Applying that condition at c t ct c t with tolerance ε / ∣ c ∣ \varepsilon/|c| ε /∣ c ∣ , there is δ 0 > 0 \delta_0>0 δ 0 > 0 such that
∣ exp ( c t + k ) − exp ( c t ) k − exp ( c t ) ∣ < ε ∣ c ∣ ( 0 < ∣ k ∣ < δ 0 ) . \Bigl|\frac{\exp(ct+k)-\exp(ct)}{k}-\exp(ct)\Bigr|<\frac{\varepsilon}{|c|}\qquad(0<|k|<\delta_0). k exp ( c t + k ) − exp ( c t ) − exp ( c t ) < ∣ c ∣ ε ( 0 < ∣ k ∣ < δ 0 ) .
Put δ = δ 0 / ∣ c ∣ \delta=\delta_0/|c| δ = δ 0 /∣ c ∣ and let 0 < ∣ h ∣ < δ 0<|h|<\delta 0 < ∣ h ∣ < δ . With k = c h k=ch k = c h we have 0 < ∣ k ∣ < δ 0 0<|k|<\delta_0 0 < ∣ k ∣ < δ 0 and E c ( t + h ) = exp ( c t + k ) E_c(t+h)=\exp(ct+k) E c ( t + h ) = exp ( c t + k ) , so
E c ( t + h ) − E c ( t ) h = c exp ( c t + k ) − exp ( c t ) k , \frac{E_c(t+h)-E_c(t)}{h}=c\,\frac{\exp(ct+k)-\exp(ct)}{k}, h E c ( t + h ) − E c ( t ) = c k exp ( c t + k ) − exp ( c t ) ,
and therefore
∣ E c ( t + h ) − E c ( t ) h − c exp ( c t ) ∣ = ∣ c ∣ ∣ exp ( c t + k ) − exp ( c t ) k − exp ( c t ) ∣ < ∣ c ∣ ⋅ ε ∣ c ∣ = ε . \Bigl|\frac{E_c(t+h)-E_c(t)}{h}-c\,\exp(ct)\Bigr|=|c|\,\Bigl|\frac{\exp(ct+k)-\exp(ct)}{k}-\exp(ct)\Bigr|<|c|\cdot\frac{\varepsilon}{|c|}=\varepsilon. h E c ( t + h ) − E c ( t ) − c exp ( c t ) = ∣ c ∣ k exp ( c t + k ) − exp ( c t ) − exp ( c t ) < ∣ c ∣ ⋅ ∣ c ∣ ε = ε .
Hence E c E_c E c is differentiable at t t t with E c ′ ( t ) = c exp ( c t ) E_c'(t)=c\,\exp(ct) E c ′ ( t ) = c exp ( c t ) . Continuity at every t t t then follows from claim 1 of the one-dimensional rules lemma . ■ \blacksquare ■