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I'm interested in where Lie wrote down the Lie Product formula (for finite matrices)

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(the precursor of the Trotter product formula; see http://en.wikipedia.org/wiki/Lie_product_formula). With a little googling, I've found many claims that it was 1875 but the only reference anyone gives is to his book with Engel (Sophus Lie and Friedrich Engel (1888, 1890, 1893). Theorie der Transformationsgruppen ). I'm guess it appeared in one of his 1876 initial papers on Lie Groups

JFM 27.0238.04 Lie, S. Zur allgemeinen Transformationstheorie. I. Ueber Differentialgleichungen, die eine continuirliche Gruppe gestatten

or JFM 27.0268.02.

Does anyone know the answer to this?

Thanks.

B.

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