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We discuss differentiability properties of convex functions on Heisenberg groups. We show that the notions of horizontal convexity (h-convexity) and viscosity convexity (v-convexity) are equivalent and that h-convex functions are locally Lipschitz continuous. Finally we exhibit Weierstrass-type h-convex functions which are nowhere differentiable in the vertical direction on a dense set or on a Cantor set of vertical lines.
We compare the Hausdorff measures and dimensions with respect to the Euclidean and Heisenberg metrics on the first Heisenberg group. The result is a dimension jump described by two inequalities. The sharpness of our estimates is shown by examples. Moreover a comparison between Euclidean and H-rectifiability is given.
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