For , the fundamental theorem of calculus along the th coordinate line givesTake and in the introductory result. It follows thatThe last step is the arithmetic-geometric mean inequality. This bounds the target norm by the first-order Sobolev space norm. Approximate any by compactly supported smooth functions, using cutoffs and mollification as in Question 4. The estimate applied to differences gives convergence in , and subsequences of the simultaneous and target-norm convergence identify the two limits almost everywhere. Thus embeds continuously into . The coordinate-derivative product bound also passes to the limit. For , the line argument instead gives and the embedding into .
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