[proofplan]
We rewrite the angular differential of $\exp_p$ as the value at time $r$ of a Jacobi field along the radial geodesic from $p$. The curvature pinching hypotheses allow Rauch comparison, with the upper curvature bound $K_M \le k_2$ giving the lower metric estimate and the lower curvature bound $K_M \ge k_1$ giving the upper metric estimate. The radial identities follow directly from the fact that radial lines in $T_pM$ exponentiate to unit-speed geodesics, together with linearity of the differential.
[/proofplan]
[step:Convert the angular differential into a Jacobi field]
Let $e := v/r \in T_pM$, so $|e|_g=1$ and $v=re$. Since $(v,w)_g=0$, we have $(e,w)_g=0$. Define $u := w/r \in T_pM$, so $(e,u)_g=0$ and $w=ru$.
Define the radial geodesic
\begin{align*}
\gamma:[0,r] &\to M,\\
t &\mapsto \exp_p(te).
\end{align*}
Since $|e|_g=1$, $\gamma$ is parametrized by arclength and $\gamma([0,r]) \subset B(p,R)$. Define the geodesic variation
\begin{align*}
F:(-\varepsilon,\varepsilon)\times [0,r] &\to M,\\
(s,t) &\mapsto \exp_p(t(e+s u)),
\end{align*}
for $\varepsilon>0$ sufficiently small that $t(e+s u)$ lies in the domain of $\exp_p$ for all $(s,t) \in (-\varepsilon,\varepsilon)\times[0,r]$. Let
\begin{align*}
J:[0,r] &\to TM,\\
t &\mapsto \left.\frac{\partial F}{\partial s}\right|_{s=0}(t).
\end{align*}
Then $J$ is the variational vector field of a variation through geodesics, hence a Jacobi field along $\gamma$ with
\begin{align*}
J(0)=0,
\qquad
D_tJ(0)=u.
\end{align*}
At $t=r$, differentiating the map $s \mapsto \exp_p(r(e+s u))$ at $s=0$ gives
\begin{align*}
J(r)
=
(d\exp_p)_{re}(ru)
=
(d\exp_p)_v(w).
\end{align*}
[guided]
The differential of the exponential map is most naturally studied by varying the initial velocity of a geodesic. Since $v \ne 0$, define
\begin{align*}
e := \frac{v}{r},
\end{align*}
where $r=|v|_g$. Then $|e|_g=1$ and $v=re$. Because $w$ is orthogonal to $v$, it is also orthogonal to $e$. We scale $w$ by $r$ and define
\begin{align*}
u := \frac{w}{r}.
\end{align*}
Thus $w=ru$ and $(e,u)_g=0$.
Now define the radial geodesic
\begin{align*}
\gamma:[0,r] &\to M,\\
t &\mapsto \exp_p(te).
\end{align*}
Completeness ensures that $\exp_p$ is defined on all of $T_pM$, and $|e|_g=1$ ensures that $\gamma$ has unit speed. Since $0 \le t \le r < R$, every point $\gamma(t)$ lies in $B(p,R)$, so the curvature bounds from the theorem apply along this geodesic.
To connect $(d\exp_p)_{re}(ru)$ with a Jacobi field, vary the initial velocity $e$ in the transverse direction $u$. For sufficiently small $\varepsilon>0$, define
\begin{align*}
F:(-\varepsilon,\varepsilon)\times[0,r] &\to M,\\
(s,t) &\mapsto \exp_p(t(e+s u)).
\end{align*}
For each fixed $s$, the curve $t \mapsto F(s,t)$ is the geodesic starting at $p$ with initial velocity $e+s u$. Therefore the variational vector field
\begin{align*}
J:[0,r] &\to TM,\\
t &\mapsto \left.\frac{\partial F}{\partial s}\right|_{s=0}(t)
\end{align*}
is a Jacobi field along $\gamma$ (citing a result not yet in the wiki: geodesic variation characterization of Jacobi fields).
The initial conditions come from differentiating the variation at $t=0$. Since $F(s,0)=p$ for every $s$,
\begin{align*}
J(0)=0.
\end{align*}
The initial covariant derivative records the derivative of the initial velocity:
\begin{align*}
D_tJ(0)
=
\left.\frac{D}{ds}\right|_{s=0}\left.\frac{\partial F}{\partial t}\right|_{t=0}
=
\left.\frac{D}{ds}\right|_{s=0}(e+s u)
=
u.
\end{align*}
Finally, at time $r$, the curve in $M$ obtained by varying $s$ is
\begin{align*}
s \mapsto F(s,r)=\exp_p(r(e+s u)).
\end{align*}
Its derivative at $s=0$ is exactly the differential of $\exp_p$ at $re$ applied to $ru$:
\begin{align*}
J(r)
=
(d\exp_p)_{re}(ru).
\end{align*}
Since $re=v$ and $ru=w$, this is also
\begin{align*}
J(r)=(d\exp_p)_v(w).
\end{align*}
[/guided]
[/step]
[step:Apply Rauch comparison to bound the Jacobi field]
The Jacobi field $J$ satisfies $J(0)=0$ and $D_tJ(0)=u$, with $u \perp e=\dot{\gamma}(0)$. The hypothesis on sectional curvature along $\gamma([0,r]) \subset B(p,R)$ gives
\begin{align*}
k_1 \le K_M(\dot{\gamma}(t),\Pi_t) \le k_2
\end{align*}
for every $t \in [0,r]$ and every two-plane $\Pi_t \subset T_{\gamma(t)}M$ containing $\dot{\gamma}(t)$. Since $\exp_p$ is nonsingular at $re$ and $r$ lies before the first positive zero of $\operatorname{sn}_{k_2}$, Rauch comparison applies to $J$ and to the constant-curvature model Jacobi fields with initial derivative of length $|u|_g$ (citing a result not yet in the wiki: Rauch Comparison Theorem). Therefore
\begin{align*}
\operatorname{sn}_{k_2}(r)|u|_g
\le
|J(r)|_g
\le
\operatorname{sn}_{k_1}(r)|u|_g.
\end{align*}
Using $J(r)=(d\exp_p)_{re}(ru)$ gives the equivalent angular estimate
\begin{align*}
\operatorname{sn}_{k_2}(r)|u|_g
\le
|(d\exp_p)_{re}(ru)|_g
\le
\operatorname{sn}_{k_1}(r)|u|_g.
\end{align*}
Since $u=w/r$, this becomes
\begin{align*}
\frac{\operatorname{sn}_{k_2}(r)}{r}|w|_g
\le
|(d\exp_p)_v(w)|_g
\le
\frac{\operatorname{sn}_{k_1}(r)}{r}|w|_g.
\end{align*}
[/step]
[step:Compute the radial part of the differential]
Let $e \in T_pM$ be a unit vector and define
\begin{align*}
\gamma_e:[0,R) &\to M,\\
t &\mapsto \exp_p(te).
\end{align*}
Then $\gamma_e$ is the unit-speed geodesic with initial velocity $e$. For fixed $r \in (0,R)$, the curve
\begin{align*}
\alpha:(-\delta,\delta) &\to M,\\
s &\mapsto \exp_p((r+s)e)
\end{align*}
is equal to $s \mapsto \gamma_e(r+s)$ for sufficiently small $\delta>0$. Hence
\begin{align*}
(d\exp_p)_{re}(e)
=
\alpha'(0)
=
\dot{\gamma}_e(r).
\end{align*}
Because $\gamma_e$ is unit speed,
\begin{align*}
|(d\exp_p)_{re}(e)|_g
=
|\dot{\gamma}_e(r)|_g
=
1.
\end{align*}
By linearity of the differential $(d\exp_p)_{re}:T_{re}(T_pM)\cong T_pM \to T_{\exp_p(re)}M$,
\begin{align*}
(d\exp_p)_{re}(re)
=
r(d\exp_p)_{re}(e).
\end{align*}
Taking norms gives
\begin{align*}
|(d\exp_p)_{re}(re)|_g
=
r|(d\exp_p)_{re}(e)|_g
=
r.
\end{align*}
This proves the stated radial identities and completes the metric comparison in [normal coordinates](/theorems/2713).
[/step]