Is there some good summary of properties of convolutions available out there? I'm interested in continuity and partial differentiability topics, like, when exactly do we have $f*g$ is continuous at $x$ if $g$ is, when do we have $\partial_j(f*g)(x)$ exists and equals $f*\partial_j g(x)$, etc.?
Edit: I postet an answer with all conditions I could derive for myself so far.
These are the conditions I (think I) could prove to be sufficient...
...for $f*g\in C^0$:
...for $\partial_j(f*g)(x)$ exists and equals $f*\partial_j g(x)$ (assuming $\partial_j g$ exists everywhere and ${\rm dom}(f*g)$ contains some line segment around $x$ in direction $j$):