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Apr 1, 2012 at 0:59 comment added Ollie Certainly $f*g$ is locally $L^1$, so almost all points are also Lebesgue points for $f*g$. For every such point $x$ and every $\varepsilon>0$ there exists a $\delta>0$ with almost all points $y\in B(x,\delta)$ satisfying $|f*g(x)-f*g(y)|<\varepsilon$. (Why? Just assume not...) So there exists a version of $f*g$ continuous at $x$. With a little thought you can now devise a scheme to modify $f*g$ so it really is continuous except at countably many points.
Mar 31, 2012 at 21:45 history answered Gerald Edgar CC BY-SA 3.0