On the concept of differential of a measure (Q1345870)

For Borel measures \(\mu\) on an \(n\)-dimensional real vector space \(\mathcal E\) the differential \(d_x \mu\) at a point \(x\in {\mathcal E}\) is defined as a measure on an open neighbourhood of \(x\). Its extension to \(\mathcal E\) has the property \((d_x \mu)(A)= \lim_{t\to 0^+} {\mu(x+ tA)\over t^n}\) for any bounded Borel set \(A\) of \(\mathcal E\) such that \((d_x \mu)(\partial A)= 0\) (\(\partial A\) the boundary of \(A\)). Let \(D_\mu(x)\) denote the derivative of \(\mu\) at \(x\) with respect to the Lebesgue measure \(m\) on \(\mathcal E\) [see \textit{W. Rudin}, ``Real and complex analysis'' (1st ed. 1966; Zbl 0142.01701; 2nd ed. 1974; Zbl 0278.26001)], then \(d_x\mu= D_\mu(x)\cdot d_x m\). The concept of differentiability is finally extended to measures on \({\mathcal C}^1\)-differentiable manifolds.