Past exam of the Probability, statistics and options II course of the University of Oxford / 2011 / F / F2 / a / i

The $j$-th partial derivative is the vector limitwhen it exists. The total derivative is a linear map $Df(x):{\mathbb{R}}^n\to {\mathbb{R}}^m$ such thatThe Jacobian matrix is $J_f(x)=({\partial }_j{f}_i(x){)}_{i,j}$. When the total derivative exists, all partial derivatives exist and $J_f(x)$ is its matrix in the standard bases; its $j$-th column is $Df(x)e_j$. Existence of partial derivatives alone does not guarantee total differentiability.