Rademacher Theorem for Fréchet Spaces

Abstract

Let X be a separable Frechet space. In this paper we define a class A of null sets in X that is properly contained in the class of Aronszajn null sets, and we prove that a Lipschitz map from an open subset of X into a Gelfand-Frechet space is Gateaux differentiable outside a set belonging to A. This is an extension to Frechet spaces of a result (see [PZ]) due to D. Preiss and L. Zajicek.