Theorem: If f is continuous on [a, b] and if f′ exists and is bounded in the interior, say ∣f′(x)∣≤A∀ x∈(a,b) , then f is of bounded variation on [a, b].
Proof: Applying the Mean-Value Theorem, we have
Δfk=f(xk)−f(xk−1)=f′(tk)(xk−xk−1), where tk∈(xk−1,xk).
This implies
∑k=1n∣Δfk∣=∑k=1n∣f′(tk)∣Δxk≤A∑k=1nΔxk=A(b−a).
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