If $\displaystyle f: \mathbb{R}^n \rightarrow \mathbb{R} $ is twice continuously differentiable, we have that:

$\displaystyle \nabla f(x+p) = \nabla f(x) + \int_{0}^1 \nabla^2 f(x+tp) p dt$

for some $\displaystyle t \in (0,1)$ and $\displaystyle p \in \mathbb{R}^n$

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!