real analysis - Show that $f(x+y)=f(x)+f(y)$ implies $f$ continuous $Leftrightarrow$ $f$ measurable

Let $f:\mathbb R \rightarrow \mathbb R$, and for every $x,y\in \mathbb R$ we have $f(x+y)=f(x)+f(y)$.

Show that $f$ measurable $\Leftrightarrow f$ continuous.

Answer

One implication is trivial. If a function is continuous, then it is measurable. The converse is more tricky.

You can find a very nice proof in the following document. Another proof can be found considering the function $F(x)=\int_0^x f(t)dt$, which is well defined since $F$ is measurable.

Another approach is the following: prove that a discontinuous solution for the functional equation is not bounded on any open interval. It can be shown that for a discontinuous solution the image of any interval is dense in $\Bbb{R}$, and therefore we have problems with the measurability.