Yes, it is HolderHölder spaces and can be regarded as SS spaces for $p=\infty$. Actually, for natural $\mu$ more correct for functions analysis are Zygmund spaces (with differences of th second order in the definition). They are special cases of Besov spaces, which are defined for $0 < p\le \infty$, $\mu\in \mathbb R$. They coincide with corresponding Sobolev-Slobodetskij in some cases. But there are some differences between cases $p<\infty$ and $p=\infty$. For example, Holder spaces are not separable.
On the second question, shown what? It is a definition for $p=\infty$.