Đặt \(g\left( x \right) = {{f\left( x \right) - f\left( {{x_0}} \right)} \over {x - {x_0}}} - L\)
Suy ra \(g\left( x \right)\) xác định trên \(\left( {a{\rm{ }};{\rm{ }}b} \right)\backslash \left\{ {{x_0}} \right\}\) và \(\mathop {\lim }\limits_{x \to {x_0}} g\left( x \right) = 0\)
Mặt khác, \(f\left( x \right) = f\left( {{x_0}} \right) + L\left( {x - {x_0}} \right) + \left( {x - {x_0}} \right)g\left( x \right)\) nên
\(\eqalign{
& \mathop {\lim }\limits_{x \to {x_0}} f\left( x \right) = \mathop {\lim }\limits_{x \to {x_0}} \left[ {f\left( {{x_0}} \right) + L\left( {x - {x_0}} \right) + \left( {x - {x_0}} \right)g\left( x \right)} \right] \cr
& = \mathop {\lim }\limits_{x \to {x_0}} f\left( {{x_0}} \right) + \mathop {\lim }\limits_{x \to {x_0}} L\left( {x - {x_0}} \right) + \mathop {\lim }\limits_{x \to {x_0}} \left( {x - {x_0}} \right).\mathop {\lim }\limits_{x \to {x_0}} g\left( x \right) = f\left( {{x_0}} \right). \cr} \)
Vậy hàm số \(y = f\left( x \right)\) liên tục tại \(x_0\).
