Here I will only show that is of class since the same arguments apply for too.

Let and , then by the mean value theorem, we have , where is between and , which yields Thus, for all , we have since . Given , we may let to have for all with . This shows that is continuous.

For the next step, we shall show that for , the integral converges uniformly, i.e., for every there exists such that for all and .

Since , for any given , there exits such that , which yields for all . Therefore, the integral converges uniformly, which allows us to change the order of the differential operator and the integral. Then, for all , we have showing that exists. We can show that is continuous as well, i.e., is in .