In [1, page 7], the author says.
Kolmogorov showed that if the function $f(x) = \sum_{n=1}^{\infty} \frac{\cos 3^n x}{3^n}$ has a finite or infinite generalized derivative on a set of positive measure, then the function is nonmeasurable.
Where can I find a proof/explanation of this result (and/or other similar results) in English? The reference doesn't have to be to Kolmogorov's orignal paper; for example, a modern exposition would suffice (and might very well be better).
[1] A. N. Shiryaev, "Andrei Nikolaevich Kolmogorov", Theory of Probability and Applications, vol 34, no. 1, 1988.
Note that I also posted this question on MathOverflow. Since it's just a reference request, I don't think cross-posting is a big deal in this case.