Published online by Cambridge University Press: 09 April 2009
A Banach space (X, ∥ · ∥) is said to be a dual differentiation space if every continuous convex function defined on a non-empty open convex subset A of X* that possesses weak* continuous subgradients at the points of a residual subset of A is Fréchet differentiable on a dense subset of A. In this paper we show that if we assume the continuum hypothesis then there exists a dual differentiation space that does not admit an equivalent locally uniformly rotund norm.