For a real function with bounded continuous derivative, the difference quotient extended to the diagonal by the derivative is bounded by the same bound, symmetric, continuous on the plane and hence Borel measurable.
Adopt Differential Calculus and Convexity on Euclidean Open Sets: Standing Notation, and regard as a metric space through the metric of The Absolute Value Metric on the Real Numbers. Every real number is an interior point of the interval by Basic Facts about Intervals of the Real Line (i).
Let be differentiable at every point of , let its derivative be continuous as a map from to , and let be a real number with for every . Define by
1. (Bound and symmetry) and for all .
2. (Continuity) is continuous on .
3. (Measurability) is measurable with respect to and , the Borel -algebra of and the Borel -algebra of the real line.
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