If $f(x)$ is continuous throughout its domain, can its derivative, g(x) be non-continuous for any point?
If so, what effect does a non-continuous derivative have on the function?
For $x\in [0,1]$, $f(0)=0$ and $f(x)=x^2\sin\frac{1}{x}$ for $x\neq 0$. Then $f(x)$ is differentiable at any point in $[0,1]$, but $f'$ is not continuous at $x=0$.
Yes, consider the function $$f(x) = \begin{cases} 0 \qquad x\leq0 \\ x \qquad x>0\end{cases}.$$
It's gradient is defined everywhere except $x=0$
$$f^\prime(x) = \begin{cases}0 \qquad x<0\\1\qquad x>0\end{cases}.$$
If you want a function which is continuous but no-where differentiable Brownian Motion/Wiener Process satisfies this.