Geodesic
Negligible sets and differentiable measures in Banach spaces
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (1982), pp. 47-52

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We introduce the notion of a negligible set in a separable Banach space and then prove that every Gaussian null set is negligible. From this and an analogous theorem of R. Phelps (Pacif. J. Math., 1978, 77, № 2, 523–531; MR 80m: 46040) we deduce that a locally Lipschitz map from a separable Banach space into a Banach space with the Radon–Nikodym property is Gateaux differentiable outside the negligible set. A criterion of differentiability of a measure along a direction is given. 
@article{VMUMM_1982_3_a11,
     author = {V. I. Bogachev},
     title = {Negligible sets and differentiable measures in {Banach} spaces},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {47--52},
     publisher = {mathdoc},
     number = {3},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_1982_3_a11/}
}
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V. I. Bogachev. Negligible sets and differentiable measures in Banach spaces. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 3 (1982), pp. 47-52. http://geodesic.mathdoc.fr/item/VMUMM_1982_3_a11/