Are convex functions measurable?

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Let $f:\mathbb{R}^n\rightarrow \mathbb{R}$ be a convex function.

Then, is $f$ Borel-measurable?

From basic analysis, I know that $f$ is measurable (moreover, continuous) if $n=1$.

However, I am curious if this is still measurable if $n>1$.

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Yes; convex functions on finite-dimensional spaces are continuous on the interior of their domain, hence they are Borel-measurable when defined over the entire space.