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Atlas.RealAnalysis.code.Derivatives.Basic

theorem differentiable_at_iff_limit_exists (f : ℝ → ℝ) (c : ℝ) :
DifferentiableAt ℝ f c ↔ ∃ (L : ℝ), Filter.Tendsto (fun (x : ℝ) => (f x - f c) / (x - c)) (nhdsWithin c {c}ᶜ) (nhds L)

A real function f is differentiable at c if and only if the difference quotient (f x - f c) / (x - c) has a limit as x → c with x ≠ c.

theorem chain_rule (f g : ℝ → ℝ) (c : ℝ) (hg : DifferentiableAt ℝ g c) (hf : DifferentiableAt ℝ f (g c)) :
DifferentiableAt ℝ (f ∘ g) c ∧ deriv (f ∘ g) c = deriv f (g c) * deriv g c

Chain rule: if g is differentiable at c and f is differentiable at g c, then the composition f ∘ g is differentiable at c and (f ∘ g)'(c) = f'(g c) * g'(c).