On Fréchet differentiability of Lipschitzian functions on spaces with Gaussian measures (Q960737)

There is a Borel function \(f\) on \({\mathbb R}^{\infty}\) that is Lipschitz with constant~1 along the Cameron-Martin space such that the set of points of Fréchet differentiablity along \(H\) for \(f\) has \(\gamma\)-measure zero, where \(\gamma\) is the standard Gaussian product measure on~\({\mathbb R}^{\infty}\).