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Math Help - Mean value theorem (multivariate case)

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    Mean value theorem (multivariate case)

    If f: \mathbb{R}^n \rightarrow \mathbb{R} is twice continuously differentiable, we have that:
    \nabla f(x+p) = \nabla f(x) + \int_{0}^1 \nabla^2 f(x+tp) p dt
    for some t \in (0,1) and p \in \mathbb{R}^n

    I know it's related to the mean value theorem (multivariate case). Can anybody derive this result or give me a reference to where it is derived?

    Thanks!
    Last edited by mr fantastic; September 8th 2010 at 01:57 PM. Reason: Re-titled.
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