What would be the proper way to represent this derivative in the limit form? $$\frac{\mathrm{d} }{\mathrm{d} g(x)}[f(g(x))]$$
In my attempt to solve this I've tried to word out the derivative: The "infinitely small" change in $g(x)$ under the corresponding "infinitely small" change in $f(g(x))$.
Making sense of this sentence, I was able to come up with this limit: $$\lim_{\Delta g(x)\rightarrow 0}\frac{f(g(x) + \Delta g(x)) - f(g(x))}{\Delta g(x)}$$
Is this correct, and is it ok to be using $\Delta g(x)$ as my "value under the lim"?
You are right.
I perfer to write in this form:
$$\lim_{\Delta U\rightarrow 0}\frac{f(U + \Delta U) - f(U)}{\Delta U}$$
Where $f(g(x))=f(U)$, and $U=g(x)$.