I really need an help with the following exercise.
Suppose that $A\subseteq \mathbb R^d$ is Lebesgue measurable. Let $f\colon A \to \mathbb R^k $ be a Lipschitz function. Show that $f(A)$ is $H^d$ measurable in $\mathbb R^k$, where $H^d$ is the $d-$ dimensional Hausdorff measure.
Now the main problem is that I don't know how to deal with this kind of problems.
I know that I can suppose $d\leq k$, otherwise $H^d(f(A))=0,$ so $f(A)$ is $H^d$ measurable.
Moreover our professor suggested us to prove it before for a closed set $A$. But I don't understand this hint, I mean, I don't understand how to use it. I know that $H^d$ is a Borel measure, so if I show that $f(A)$ is borel, then $f(A)$ would be $H^d$ measurable. But is it true that $f(A)$ is a Borel set provided that $A$ is closed? I don't know. Maybe, if I assume that $A$ is also bounded (hence compact) then $f(A)$ is also compact, then closed, then $H^d$ measurable. But if $A$ is not bounded?
And also, if I prove the statement for $A$ closed, I would have no idea how to extend the result for a generic $A$.
Can someone help me?