Compact embedding of $D^{s,p}(\mathbb{R}^N)$ into $L_{loc}^{r}(\mathbb{R}^N)$ for every $r \in [1,p_{s}^*)$, where $p_{s}^{*}=\frac{Np}{N-sp}, sp<N$

Question

We know that the embedding of $D^{s,p}(\mathbb{R}^N)$ into $L_{loc}^{r}(\mathbb{R}^N)$ is compact for every $r \in [1,p_{s}^*)$, where $p_{s}^{*}=\frac{Np}{N-sp}, sp<N$. Can anybody give me the exact reference for the above embedding?

$D^{s,p}(\mathbb{R}^N)$ is a Banach space endowed with the following norm:

$$\|u\|_{s,p}= \bigg(\iint_{\mathbb{R}^{2N}}\frac{|u(x)-u(y)|^p}{|x-y|^{N+sp}}\, dxdy \bigg)^{1/p}.$$