absolutely continuous on versus absolutely continuous on for every
Lemma.
Define by
Then is absolutely continuous (http://planetmath.org/AbsolutelyContinuousFunction2) on for every but is not absolutely continuous on .
Proof.
Note that is continuous on and differentiable
on with .
Let . Then for all :
Since is continuous on and differentiable on , the mean value theorem (http://planetmath.org/MeanValueTheorem) can be applied to . Thus, for every with , . This yields , which also holds when . Thus, is Lipschitz on . It follows that is absolutely continuous on .
On the other hand, it can be verified that is not of bounded variation on and thus cannot be absolutely continuous on .∎