Let $\Omega$ be an open set in $R^n$, and $f \in L^1_{loc}(\Omega)$, such that foreachfor each multiindex $\alpha\in N^n$, $|\alpha| = l$ f has weak derivative $D^\alpha f$ in $L^p(\Omega)$, with $1\leq p\leq \infty$.
In general it is not true that $f\in L^p(\Omega)$, but it havehas to be true that $f\in L^p_{loc}(\Omega)$. How can this be shown that?