How to proof this equation, if $f \in C^1(\mathbb R^2)$?

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This has nothing to do with Taylor above the fact that both are infinitesimal calculus.

Define $h(t)=f(tx,ty)$. Then by the fundamental theorem of calculus $$ f(x,y)-f(0,0)=h(1)-h(0)=\int_0^1 h'(t) dt $$ For the derivative of $h$ you need then the multidimensional chain rule. This gives the form of the integrand in the claim.