Generalized Newton-Leibniz formula and the embedding of the Sobolev functions with dominating mixed smoothness into Hölder spaces

It is well-known that the embedding of the Sobolev space of weakly differentiable functions into Hölder spaces holds if the integrability exponent is higher than the space dimension. In this paper, the embedding of the Sobolev functions into the Hölder spaces is expressed in terms of the minimal weak differentiability requirement independent of the integrability exponent. The proof is based on the generalization of the Newton-Leibniz formula to the $n$-dimensional rectangle and the inductive application of the Sobolev trace embedding results. The new method is applied to prove the embedding of the Sobolev spaces with dominating mixed smoothness into Hölder spaces. Counterexamples demonstrate that in terms of minimal weak regularity degree the Sobolev spaces with dominating mixed smoothness present the largest class of weakly differentiable functions with the upgrade of pointwise regularity to continuity. Remarkably, it also presents the largest class of weakly differentiable functions where the generalized Newton-Leibniz formula holds.