I found this form MIT OCW
http://ocw.mit.edu/courses/mathematics/18-101-analysis-ii-fall-2005/lecture-notes/lecture3.pdf
Please scroll down to Theorem 2.4: If f is differentiable at a, then for every u the directional derivative of f in the direction of u at a exists
Could someone explain (2.17)? How did that go to $0$? And I don't see how 2.18 follows from that? Did they multiply and divide t in 2.17?