Assume that is continuous at , now we will prove that . To show this limit exists, we refer the the definition of limit of a function. So let , then since is continuous at then we know there is some such that .
We need to prove that there is some such that , so suppose that , thus we can also consider the value of . Thus by the assumption of continuity, as it holds for all in then , therefore taking will complete this direction of the proof.
Now we work in the other direction, first assuming that and trying to show that is continuous at , so let , thus since the aformentioned limit exists, then we have some such that .
Working in s similar fashion as in our first direction, we consider the value , since the latter statement in the previous paragraph is for all , we can consider , which says that which is equivalent to , which is exactly what we wanted to prove.