Convex functions with non-Borel set of Gâteaux differentiability points
We show that on every nonseparable Banach space which has a fundamental system (e.gȯn every nonseparable weakly compactly generated space, in particular on every nonseparable Hilbert space) there is a convex continuous function such that the set of its Gâteaux differentiability points is not Borel. Thereby we answer a question of J. Rainwater (1990) and extend, in the same time, a former result of M. Talagrand (1979), who gave an example of such a function on .