Past exam of the mathematics course of the University of Cambridge / 2010 / ia / Paper 1 / 12F / a / Solution

For $n=1$, differentiability at $x_0$ means existence of the finite two-sided limit of a function ${\lim }_{h\to 0}(f(x_0+h)-f(x_0))/h$. More generally, higher-order differentiability at a point is defined recursively: for $n\ge 2$, the derivatives $f^{\prime },\dots ,f^{(n-1)}$ must exist throughout some open interval containing $x_0$, and $f^{(n-1)}$ must be differentiable at $x_0$. With $f^{(0)}=f$, the final condition isThe neighbourhood requirement makes the numerator meaningful for every sufficiently small nonzero $h$. It does not require $f^{(n)}$ to exist at other points of that neighbourhood, or to be continuous at $x_0$.