The question is really simple: Given $$ f, g\in C^\alpha_c(\mathcal{R}^d) $$ is $$ f*g\in C^d_c? $$
I came up with a formal argument using the decay of the Fourier transform of continuous functions, but it is really formal and I would appreciate a reference.
What I have though so far, which has a few holes is the following:
1) Because the Fourier transform, by interpolation, goes from $L^p\rightarrow L^q$, for every $p<\infty$, and I am thinking about compactly supported continuous functions, their Fourier transform has to behave roughly like $L^1$ in the far field. Using that if a function is in $L^\infty$ its Fourier transform is uniformly continuous, I claim that $\hat{f}, \hat{g}\sim O(\frac{1}{|\chi|^d})$ when $\chi\to\infty$.
1*) This step is the one I don't trust, though I am looking for a continuous function, for which it's fourier transform does not have this decay. I boiled it down to find a continuous function that has no integrable derivatives at all, any ideas? Because if we take $f,g\in H^{\frac{d}{2}}$ borderline continuous, just by dividing the derivatives we get
$$ \Delta^{\frac{d}{2}}(f*g)=\Delta^{\frac{d}{4}}f*\Delta^{\frac{d}{4}}g\sim L^2*L^2\in C^0 $$
Therefore, $f*g\in C^d$.
2) We use the Convolution Theorem, so $\widehat{f*g}\sim O(\frac{1}{|\chi|^{2d}})$.
3) Finally, if $h\in L^2$ and $\hat{h}\sim O(\frac{1}{|\chi|^{d+\alpha}})$. Then, $h\in C^{\alpha-\epsilon}$ $\forall \epsilon>0$. Therefore, $f*g\in C^{d-\epsilon}$ $\forall \epsilon>0$.
I know this argument is not completely rigorous, though it shows me that dimension should play a role.
Assuming nobody believes in the result (I don't think it's true, but it would be nice, what is in fact true), I have a similar question, which might be easier:
We know that if $\frac{1}{p}+\frac{1}{q}=1$ and $f\in L^p$ and $g\in L^q$ and assume they are compactly supported then, $$ f*g\in C^0_c $$ This can be easily seen by using than $L^q=(L^p)^*$, and the fact that convolution is translation invariant.
But, what happens if $p$ is better than the conjugate of $q$?
Lets say $f\in L^3$ and $g\in L^2$, is it true that $$ f*g\in C^\alpha_c, $$ for some $\alpha>0$?
Even simpler, take $f\in C^\alpha$ and $g\in L^2$, do you get $$ f*g\in C^{\alpha +\beta}_c, $$ for some $\beta>0$?
All of this assuming compact support of both functions.