continuity of a function at a point
We say that a function f : A R is continuous at a when lim x a f ( x ) = f ( a )
continuous function
a function f : A R is continuous, when it is continuous at each point a A
continuity equivalence
f is continuous at a if and only if lim h 0 f ( a + h ) = f ( a )

Assume that f is continuous at a , now we will prove that lim h 0 f ( a + h ) = f ( a ) . To show this limit exists, we refer the the definition of limit of a function. So let ϵ R > 0 , then since f is continuous at a then we know there is some δ c R > 0 such that x d o m ( f ) , | x a | < δ c | f ( x ) f ( a ) | < ϵ .

We need to prove that there is some δ R > 0 such that h d o m ( f ) , | h 0 | < δ | f ( a + h ) f ( a ) | < ϵ , so suppose that h dom ( f ) , thus we can also consider the value of h + a dom ( f ) . Thus by the assumption of continuity, as it holds for all x in dom ( f ) then | ( h + a ) a | < δ c | f ( a + h ) f ( a ) | < ϵ , therefore taking δ = δ c will complete this direction of the proof.

Now we work in the other direction, first assuming that lim h 0 f ( a + h ) = f ( a ) and trying to show that f is continuous at a , so let ϵ c R > 0 , thus since the aformentioned limit exists, then we have some δ R > 0 such that h dom ( f ) , | h 0 | < δ | f ( h + a ) f ( a ) | < ϵ c .

Working in s similar fashion as in our first direction, we consider the value x a dom ( f ) , since the latter statement in the previous paragraph is for all h dom ( f ) , we can consider h = x a , which says that | x a 0 | < δ | f ( x a + a ) f ( a ) | < ϵ c which is equivalent to | x a | < δ | f ( x ) f ( a ) | < ϵ c , which is exactly what we wanted to prove.