Is there a name for this relationship? I am having a hard time searching for it. I'm hoping I've typed this up correctly, it's my first question here.
$x_k^\star$ is for instance $\frac{k \cdot h}{n}$
$$\lim \limits_{n \to \infty}\left[\prod \limits_{k=0}^n\left(1+f(x_k^\star)\cdot\frac{h}{n}\right)\right] = e^{\int \limits_{0}^hf(x) \, dx}$$
Because of the way your $x_k^\star$ behave (they actually depend on $n$ as well as $k$), this will usually not be an "infinite product".
An interesting related subject studies "product integrals" like the left side of your equation.