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Jan 6, 2021 at 2:36 comment added Gio67 I think that the book by Besov, Il'in, and Nikol'ski, "Integral representations of functions and imbedding theorems." Vol. II. has what I want. They deal with anisotropic Besov and Sobolev spaces and allow the functions and their derivatives to belong to different $L^p$ spaces. It's just excruciating to read.
Jan 2, 2021 at 17:00 comment added Joonas Ilmavirta @Gio67 I recommend asking a separate new question and linking to this one.
Jan 2, 2021 at 16:42 comment added Gio67 Has there been any update on this question? I am interested in the real interpolation between $L^p(\mathbb{R}^N)$ and $W^{1,q}(\mathbb{R}^N)$, again without using the Triebel-Lizorkin spaces. Thanks!
Aug 20, 2014 at 0:17 comment added timur These are all good answers, but I was hoping to see a more direct proof that does not go through the Triebel-Lizorkin spaces, for instance, by approximation theory.
Aug 19, 2014 at 17:14 history answered Joonas Ilmavirta CC BY-SA 3.0