The main result of this paper is that if f is n-convex on a measurable subset E of ℝ, then f is n-2 times differentiable, n-2 times Peano differentiable and the corresponding derivatives are equal, and except on a countable set. Moreover is approximately differentiable with approximate derivative equal to the nth approximate Peano derivative of f almost everywhere.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-fm209-1-2, author = {H. Fejzi\'c and R. E. Svetic and C. E. Weil}, title = {Differentiation of n-convex functions}, journal = {Fundamenta Mathematicae}, volume = {209}, year = {2010}, pages = {9-25}, zbl = {1202.26008}, language = {en}, url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-fm209-1-2} }
H. Fejzić; R. E. Svetic; C. E. Weil. Differentiation of n-convex functions. Fundamenta Mathematicae, Tome 209 (2010) pp. 9-25. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-fm209-1-2/