Solution

ID: past-exam-of-the-algebra-analysis-and-differential-equations-2-course-of-the-university-of-oxford/2008-printed-variant/4/a/solution

Let , and . Continuity of gives as , and injectivity gives when . Therefore
The assumed nonvanishing derivative makes this limit well defined. It exists at every , so is holomorphic, with .
Squaring maps the first quadrant bijectively onto the upper half-plane. For in that half-plane, , and the Cayley transform maps it bijectively onto the unit disc. Their composition is
The inverse is the unique first-quadrant square root of , and is holomorphic by the first argument. Hence is holomorphic throughout the disc. Its Taylor series at zero converges for , locally uniformly there. Substituting gives the stated expansion, with , convergent at every point of the quadrant and locally uniformly on it.

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