I am seeing the generalization of the MVT to $2$ variable functions (Rudin PMA $9.40$).
The proof uses the one-dimensional MVT twice, and I was checking if the hypothesis of the $1$-dimension MVT were gathered. These are, in one dimension, that the function must be continuous on an interval $[a,b]$ and differentiable on the open interval $(a,b)$. Applied to a $2$ variable function ($f(x,y)$) I think this translate as (considering for example the first variable):
- $f$ must be continuous with respect to the first variable on $[a,b]$ (that means: if we fix the second variable, $f$ considered as a function of its first variable only must be continuous).
- $D_1 f$ must exist on an interval $(a,b)$.
Back to our theorem $9.40$, we can see from the hypothesis of the theorem, that $D_1 f$ exists on the interval of interest for the MVT ($[a, a+h]$) since the rectangle is a closed set of $E$.
Hence my question: "if $D_1 f$ exists on $[a, a+h]$, does it implies that $f$ is continuous with respect to the first variable on $[a, a+h]$" ?
Note I am only focusing on the first application of the MVT. The second one (which involves $D_{21} f$) is similar.
Thanks in advance.