Decide if
$$ A= \{(x,y)\in\mathbb{R}^2\mid x^2+y^2\le1, x<y\} $$
is a Borel set.
My guess is that I can use the fact that $\mathscr{B}(\mathbb{R}^n)=\sigma(\mathscr{K})$ where $\mathscr{K}$ is the family of closed sets. I can then somehow show that inclusions $A\subset \sigma(\mathscr{K})$ and $\sigma(\mathscr{K})\subset A$, but I'm not sure if this is the right approach.
Edit:
Using the comments I've rewritten as the set minus of two closed sets
$$ A = \{(x,y)\in\mathbb{R}^2\mid x^2+y^2\le1\}\setminus \{(x,y)\in\mathbb{R}^2\mid x^2+y^2\le1, x\ge y\} $$ I can't see where to go from here.
Notice that $A = \overline{A} \setminus \Delta,$ where $\Delta = \{ (x,y) : x = y \}$ is the diagonal. So, we have written $A$ as the set difference of two closed sets, which are Borel sets. Thus, $A$ is a Borel set.