In this paper we consider convex subsets of locally-convex topological vector spaces. Given a fixed point in such a convex subset, we show that there exists a curve completely contained in the convex subset and leaving the point in a given direction if and only if the direction vector is contained in the sequential closure of the tangent cone at that point. We apply this result to the characterization of the existence of weakly differentiable families of probability measures on a smooth manifold and of the distributions that can arise as their derivatives. This gives us a way to consider the mass transport equation in a very general context, in which the notion of direction turns out to be given by an element of a Colombeau algebra.