On an extension of Mazur's theorem on Lipschitz functions
Let \((X, d_ X)\) be a metric space. Let \(\Phi\) be a linear space of Lipschitzian functions defined on \(X\) separable in the Lipschitz norm. We assume there is a constant \(k\), \(0< k<1\), such that for all \(x\in X\) and all \(\phi\in\Phi\) and all \(t> 0\) there is a \(y\in X\) such that \(0< d_ X(x, y)< t\) and \[ \phi(y)- \phi(x)\geq k\| \phi\|_ L d_ X(y, x).\tag{1} \] Let \(f(x)\) be a real valued function defined on \(X\). Assume that for \(x_ 0\in X\) the \(\Phi\)-subdifferential \(\partial_ \Phi f|_{x_ 0}= \{\phi\in \Phi: f(x)- f(x_ 0)\geq \phi(x)- \phi(x_ 0)\}\) is not empty. Then there is a set \(A\) of the first category such that on the set \(X\backslash A\), \(\partial_ \Phi|_{x_ 0}\) is single valued and continuous.
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