The Lipschitz norm of a function over a domain $D \subseteq \mathbb R^n$ is easy to define: $$\|f\|_{\mathrm{Lip}} = \sup_{x,y \in D} \frac{|f(x) - f(y)|}{|x-y|}.$$ Is there a standard notation for the space of functions whose Lipschitz norm is finite? i.e., $$X(D) = \{f \in C(D) : \|f\|_{\mathrm{Lip}} < \infty \}.$$ Even better, what about functions which are continuously-differentiable and whose derivative has finite Lipschitz norm? $$X^1(D) = \{f \in C^1(D) : \|\nabla f\|_{\mathrm{Lip}} < \infty \}$$ I am using $X$ and $X^1$ here only as placeholders, and would prefer a better notation.
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$\operatorname{Lip}_1(D)$or $\operatorname{Lip}(D)$. – Harald Hanche-Olsen Jul 8 2010 at 20:34