Exercise 1, § 5
Integration, IV, p. 127
Bourbaki marks this one as harder than the rest.
Let I be a semi-open interval in , and let be the space of all mappings of I into , equipped with the topology of pointwise convergence; for every , denote by the mapping of I into , which is an element of F; the mapping f of I into F is continuous. Show that f is left-differentiable at every point of I, but the left-derivative is a function (with values in F) that is not measurable for Lebesgue measure, even though it is the pointwise limit of a sequence of continuous functions and, for each , the function is a measurable numerical function (note that is not right-continuous at any point of I, and make use of Exer. 1 of GT, IV, §2).
Solution
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