A general form of the covering principle and relative differentiation of additive functions. II

Extract

In my paper under the same title, to which I shall refer in future as I‡, I generalized the Vitali covering principle from the case of Lebesgue measure to the case of any non-negative additive function. This allowed me to establish the relative differentiation of additive functions. The convergent sequences of sets in this generalized form of the covering principle were restricted to sequences of concentric circles, and therefore the differentiation arrived at was that in the symmetrical sense. In the present paper, I extend the principle to the case of any regular convergent sequences of covering sets; and then establish the relative differentiation of additive functions in the general sense, and in particular the differentiation of indefinite integrals with respect to any measure function. This problem has a complete solution. It is established that indefinite integrals are differentiable at almost all points. In the case of the general measure function, it is not true that the derivative is equal to the integrand at almost all points, but necessary and sufficient conditions are given under which this is true.