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Sep 20, 2018 at 10:45 answer added pietro siorpaes timeline score: 5
May 10, 2014 at 23:25 comment added Christian Remling This is essentially a matter of making sure the standard proof of Lebesgue's differentiation theorem still goes through, and this pretty much boils down to having a covering lemma available. In your setting, you want to use Besicovich's covering lemma. (For too general sets $B_n$, you're in trouble already when $\mu_2=m$.)
May 10, 2014 at 21:48 history edited Neil Toronto CC BY-SA 3.0
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Jan 10, 2014 at 8:06 comment added 7891user This is a very delicate problem and there is a considersble literature on it. Differentiability with respect tto Lebesgue measure is dealt with in the Lebesgue differentiation theorem, closely related to the Lebesgue density throrem. Another case which has received some attention is differentiation with respect to Gaussian measre, say on Hilbert space (Preiss and Tišer). A good starting place would be the text of Mattila.
Jan 10, 2014 at 4:15 history asked Neil Toronto CC BY-SA 3.0