[proofplan]
We first construct a local homomorphism near the identity by choosing exponential coordinates in $G$ and $H$ and using the Baker--Campbell--Hausdorff local group law. The bracket-preserving property of $A$ makes the coordinate formula $X\mapsto A(X)$ compatible with the BCH product, so it defines a local [group homomorphism](/page/Group%20Homomorphism). A standard [monodromy theorem](/theorems/3371) for local Lie group homomorphisms then extends this local homomorphism uniquely along paths starting at $e_G$; simple connectedness makes the extension independent of the path. The resulting global map is smooth, multiplicative, has differential $A$, and uniqueness follows because homomorphisms from a connected Lie group are determined by their differentials.
[/proofplan]
[step:Build the local homomorphism in exponential coordinates]
Let
\begin{align*}
\exp_G:\mathfrak g\to G
\end{align*}
denote the exponential map of the Lie group $G$, and let
\begin{align*}
\exp_H:\mathfrak h\to H
\end{align*}
denote the exponential map of the Lie group $H$.
Choose open neighbourhoods $U_{\mathfrak g}\subset\mathfrak g$ of $0$, $V_G\subset G$ of $e_G$, $U_{\mathfrak h}\subset\mathfrak h$ of $0$, and $V_H\subset H$ of $e_H$ such that
\begin{align*}
\exp_G|_{U_{\mathfrak g}}:U_{\mathfrak g}\to V_G
\end{align*}
and
\begin{align*}
\exp_H|_{U_{\mathfrak h}}:U_{\mathfrak h}\to V_H
\end{align*}
are diffeomorphisms. Shrink $U_{\mathfrak g}$, if necessary, so that $A(U_{\mathfrak g})\subset U_{\mathfrak h}$.
Define the map
\begin{align*}
f:V_G\to V_H
\end{align*}
by
\begin{align*}
f(\exp_G X)=\exp_H(A X)
\end{align*}
for $X\in U_{\mathfrak g}$. This is well-defined because $\exp_G|_{U_{\mathfrak g}}$ is injective, and it is smooth because it is the composition
\begin{align*}
V_G\xrightarrow{(\exp_G|_{U_{\mathfrak g}})^{-1}}U_{\mathfrak g}\xrightarrow{A}U_{\mathfrak h}\xrightarrow{\exp_H|_{U_{\mathfrak h}}}V_H.
\end{align*}
[guided]
We need a candidate group homomorphism before we can extend anything globally. Since a Lie group is locally modelled on its [Lie algebra](/page/Lie%20Algebra) near the identity, the natural candidate is obtained by moving from $G$ to $\mathfrak g$, applying $A$, and moving back into $H$.
Let
\begin{align*}
\exp_G:\mathfrak g\to G
\end{align*}
and
\begin{align*}
\exp_H:\mathfrak h\to H
\end{align*}
denote the exponential maps of $G$ and $H$, respectively. Choose open neighbourhoods $U_{\mathfrak g}\subset\mathfrak g$ of $0$ and $V_G\subset G$ of $e_G$ such that
\begin{align*}
\exp_G|_{U_{\mathfrak g}}:U_{\mathfrak g}\to V_G
\end{align*}
is a diffeomorphism. Choose similarly open neighbourhoods $U_{\mathfrak h}\subset\mathfrak h$ of $0$ and $V_H\subset H$ of $e_H$ such that
\begin{align*}
\exp_H|_{U_{\mathfrak h}}:U_{\mathfrak h}\to V_H
\end{align*}
is a diffeomorphism. Since $A:\mathfrak g\to\mathfrak h$ is linear and continuous between finite-dimensional vector spaces, after shrinking $U_{\mathfrak g}$ we may assume $A(U_{\mathfrak g})\subset U_{\mathfrak h}$.
Now define
\begin{align*}
f:V_G\to V_H
\end{align*}
by the rule
\begin{align*}
f(\exp_G X)=\exp_H(A X)
\end{align*}
for $X\in U_{\mathfrak g}$. This definition does not depend on a choice of $X$, because $\exp_G|_{U_{\mathfrak g}}$ is one-to-one. The formula also shows smoothness: in exponential coordinates, $f$ is exactly the [linear map](/page/Linear%20Map) $A$, and therefore
\begin{align*}
f=\exp_H|_{U_{\mathfrak h}}\circ A\circ(\exp_G|_{U_{\mathfrak g}})^{-1}.
\end{align*}
Thus $f$ is a smooth map from a neighbourhood of $e_G$ to a neighbourhood of $e_H$.
[/guided]
[/step]
[step:Use the BCH formula to prove the local homomorphism law]
Let
\begin{align*}
\operatorname{BCH}_{\mathfrak g}:\Omega_{\mathfrak g}\to\mathfrak g
\end{align*}
denote the local Baker--Campbell--Hausdorff map of $\mathfrak g$, defined on an open neighbourhood $\Omega_{\mathfrak g}\subset\mathfrak g\times\mathfrak g$ of $(0,0)$. Let
\begin{align*}
\operatorname{BCH}_{\mathfrak h}:\Omega_{\mathfrak h}\to\mathfrak h
\end{align*}
denote the corresponding local Baker--Campbell--Hausdorff map of $\mathfrak h$, defined on an open neighbourhood $\Omega_{\mathfrak h}\subset\mathfrak h\times\mathfrak h$ of $(0,0)$.
Shrink $U_{\mathfrak g}$ once more so that whenever $X,Y\in U_{\mathfrak g}$ and $\exp_G X\exp_G Y\in V_G$, the pair $(X,Y)$ lies in $\Omega_{\mathfrak g}$, the element $\operatorname{BCH}_{\mathfrak g}(X,Y)$ lies in $U_{\mathfrak g}$, the pair $(A X,A Y)$ lies in $\Omega_{\mathfrak h}$, and
\begin{align*}
\exp_G X\exp_G Y=\exp_G(\operatorname{BCH}_{\mathfrak g}(X,Y)).
\end{align*}
The BCH local group law is available in sufficiently small exponential coordinates by [citetheorem:8798].
Because $A$ is a Lie algebra homomorphism of real Lie algebras, it carries every iterated bracket in $\mathfrak g$ to the corresponding iterated bracket in $\mathfrak h$. The BCH series is a universal convergent Lie series on these local domains, so applying $A$ term by term gives
\begin{align*}
A(\operatorname{BCH}_{\mathfrak g}(X,Y))=\operatorname{BCH}_{\mathfrak h}(A X,A Y).
\end{align*}
Therefore, for $X,Y\in U_{\mathfrak g}$ with $\exp_G X\exp_G Y\in V_G$,
\begin{align*}
f(\exp_G X\exp_G Y)=\exp_H(A(\operatorname{BCH}_{\mathfrak g}(X,Y))).
\end{align*}
Using the BCH compatibility above, this becomes
\begin{align*}
f(\exp_G X\exp_G Y)=\exp_H(\operatorname{BCH}_{\mathfrak h}(A X,A Y)).
\end{align*}
By the BCH product formula in $H$,
\begin{align*}
f(\exp_G X\exp_G Y)=\exp_H(A X)\exp_H(A Y)=f(\exp_G X)f(\exp_G Y).
\end{align*}
Thus $f$ is a local Lie group homomorphism near $e_G$.
[/step]
[step:Continue the local homomorphism along paths from the identity]
We use the following standard monodromy theorem for local Lie group homomorphisms: if $G$ is connected and simply connected and $f:V_G\to H$ is a smooth local homomorphism on a neighbourhood $V_G$ of $e_G$, then there exists a unique smooth Lie group homomorphism $\varphi:G\to H$ whose restriction to some neighbourhood of $e_G$ contained in $V_G$ equals $f$. This is the local-to-global continuation theorem for Lie group homomorphisms; it is the only external continuation result used here.
For completeness, we recall the construction. Let $\gamma:[0,1]\to G$ be a continuous path with $\gamma(0)=e_G$. Choose a subdivision
\begin{align*}
0=t_0<t_1<\cdots<t_m=1
\end{align*}
such that each increment $\gamma(t_{j-1})^{-1}\gamma(t_j)$ lies in $V_G$. Define the continuation value along this subdivided path by
\begin{align*}
F(\gamma;t_0,\dots,t_m)=f(\gamma(t_0)^{-1}\gamma(t_1))f(\gamma(t_1)^{-1}\gamma(t_2))\cdots f(\gamma(t_{m-1})^{-1}\gamma(t_m)).
\end{align*}
The local homomorphism law for $f$ implies that refining the subdivision does not change this product. The same local law also implies invariance under a homotopy of paths with fixed endpoints, by applying the construction on a sufficiently fine rectangular subdivision of the homotopy square. Since $G$ is simply connected, every two paths from $e_G$ to the same endpoint are homotopic with fixed endpoints. Thus the value
\begin{align*}
\varphi(g):=F(\gamma;t_0,\dots,t_m)
\end{align*}
is independent of the chosen path $\gamma$ from $e_G$ to $g$ and of the subdivision.
The standard continuation theorem then gives a smooth map
\begin{align*}
\varphi:G\to H
\end{align*}
which agrees with $f$ near $e_G$.
[/step]
[step:Verify that the continued map is a Lie group homomorphism]
Let $g_1,g_2\in G$. Choose continuous paths
\begin{align*}
\gamma_1:[0,1]\to G
\end{align*}
and
\begin{align*}
\gamma_2:[0,1]\to G
\end{align*}
with $\gamma_1(0)=e_G$, $\gamma_1(1)=g_1$, $\gamma_2(0)=e_G$, and $\gamma_2(1)=g_2$. Define a path
\begin{align*}
\gamma_{12}:[0,1]\to G
\end{align*}
by first following $\gamma_1$ from $e_G$ to $g_1$ and then following $t\mapsto g_1\gamma_2(t)$ from $g_1$ to $g_1g_2$. The continuation product along the first part gives $\varphi(g_1)$, and the continuation product along the translated second part gives $\varphi(g_1)\varphi(g_2)$ because the local homomorphism law identifies the translated increments with the same local values multiplied after the already accumulated value. Therefore
\begin{align*}
\varphi(g_1g_2)=\varphi(g_1)\varphi(g_2).
\end{align*}
Also $\varphi(e_G)=e_H$, since the constant path at $e_G$ has empty continuation product. Hence $\varphi:G\to H$ is a Lie group homomorphism. Smoothness is part of the local-to-global continuation theorem and follows locally from the fact that every point of $G$ is reached by left translating the identity neighbourhood on which $\varphi$ is represented by the smooth local formula.
[/step]
[step:Compute the differential at the identity]
For $X\in\mathfrak g$, choose $\varepsilon>0$ such that $tX\in U_{\mathfrak g}$ for all $t\in(-\varepsilon,\varepsilon)$. On this interval,
\begin{align*}
\varphi(\exp_G(tX))=f(\exp_G(tX))=\exp_H(tA X).
\end{align*}
The curve
\begin{align*}
c_X:(-\varepsilon,\varepsilon)\to G
\end{align*}
defined by
\begin{align*}
c_X(t)=\exp_G(tX)
\end{align*}
has tangent vector $c_X'(0)=X$. Applying the definition of the differential to the composed curve $\varphi\circ c_X$ gives
\begin{align*}
d\varphi_{e_G}(X)=\frac{d}{dt}\bigg|_{t=0}\exp_H(tA X)=A X.
\end{align*}
Since this holds for every $X\in\mathfrak g$, we have
\begin{align*}
d\varphi_{e_G}=A.
\end{align*}
[/step]
[step:Use connectedness to prove uniqueness]
Let
\begin{align*}
\psi:G\to H
\end{align*}
be a smooth Lie group homomorphism such that
\begin{align*}
d\psi_{e_G}=A.
\end{align*}
Then
\begin{align*}
d\psi_{e_G}=d\varphi_{e_G}.
\end{align*}
Since $G$ is connected, homomorphisms from a connected Lie group are determined by their differentials by [citetheorem:8808]. Therefore $\psi=\varphi$.
Thus there exists a unique smooth Lie group homomorphism $\varphi:G\to H$ satisfying $d\varphi_{e_G}=A$.
[/step]