F. Hirsch, LIPSCHITZ FUNCTIONS AND FRACTIONAL SOBOLEV SPACES, Comptes rendus de l'Academie des sciences. Serie 1, Mathematique, 324(11), 1997, pp. 1227-1230
We consider a semigroup of Markovian and symmetric operators to which
we associate fractional Sobolev spaces D-p(alpha) (0 < alpha < 1 and 1
< p < infinity) defined as domains of fractional powers (-A(p))(alpha
/2), where A(p) is the generator of the semigroup in L-p. We show unde
r rather general assumptions that Lipschitz continuous functions opera
te by composition on D-p(alpha) if p greater than or equal to 2. This
holds in particular in the case of the Ornstein-Uhlenbeck semigroup on
an abstract Wiener space.