The assumed differentiability makes continuous. The identity then implies inductively that has continuous derivatives of every order and
Fix . By the extreme value theorem, the continuous function is bounded on the closed interval between and ; let be its maximum. Applying the Taylor theorem with Lagrange remainder about gives some between and such that
For the last factor, successive ratios are , which are at most once is sufficiently large. A geometric sequence bound therefore proves that . The partial sums converge to , so
At the equality follows directly from . The proof obtains this Taylor series solely from the differential identity, continuity on a fixed finite interval, and the Taylor remainder estimate.

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