A derivative for complex Lipschitz maps with generalised Cauchy-Riemann equations

We introduce the Lipschitz derivative or the L-derivative of a locally Lipschitz complex map: it is a Scott continuous, compact and convex set-valued map that extends the classical derivative to the bigger class of locally Lipschitz maps and allows an extension of the fundamental theorem of calculus and a new generalisation of Cauchy-Riemann equations to these maps, which form a continuous Scott domain. We show that a complex Lipschitz map is analytic in an open set if and only if its L-derivative is a singleton at all points in the open set. The calculus of the L-derivative for sum, product and composition of maps is derived. The notion of contour integration is extended to Scott continuous, non-empty compact, convex valued functions on the complex plane, and by using the L-derivative, the fundamental theorem of contour integration is extended to these functions.