Question:
I need to prove the following chain rule:
Let $F:\mathbb{R}\rightarrow\mathbb{R}$, $F\in C^1$ with $F'$ bounded.
Let $U$ bounded and $u\in W^{1,p}(U)$ with $1\leq p\leq\infty$. Show that $v:=F(u)\in W^{1,p}(U)$.
My solution: There exists $\epsilon>0$ such that
$F(t)-F(0)=F'(\epsilon)t$ (because $F\in C^1$)
$\Rightarrow |F(t)|=|F'(\epsilon)||t|+|F(0)|\leq M|t|+|F(0)|$ (because $F'$ is bounded)
$\Rightarrow |F(u(t))|\leq M|u(t)|+|F(0)|$
I need to show that
$\displaystyle\int_U|F(u)|^pdx<\infty$
but I don't know how to do it.
Thanks in advance for your help