An Lp differentiable non-differentiable function.

Abstract

There is a set $E$ of positive Lebesgue measure and a function nowhere differentiable on $E$ which is differentiable in the $L^p$ sense for every positive $p$ at each point of $E$. For every $p\in(0,\infty]$ and every positive integer $k$ there is a set $E=E(k,p)$ of positive measure and a function which for every $q< p$ has $k$ $L^q$ Peano derivatives at every point of $E$ despite not having an $L^p$ $k$th derivative at any point of $E$.