Let $p>n$, and let $f,g\in W^{1,p}_0(\mathbb{R}^n)$ be two sobolev functions. Prove that $fg\in W^{1,p}_0(\mathbb{R}^n)$.
I was able to prove the Leibniz formula for weak derivativatives, but still I do not understand why the function should be in $L^p$. Probabily it is Morrey inequality or something like that. But I cannot figure out.
Ok, I got it. Since:
\begin{equation} \lVert u\rVert_{\mathcal{C}^{0,1-\frac{n}{p}}(\mathbb{R}^n)}\leq\lVert u\rVert_{W^{1,p}(\mathbb{R}^n)}, \end{equation}
then we know that if $u\in W^{1,p}(\mathbb{R}^n)$ then it is bounded. Therefore, one takes two sequences in $\mathcal{C}^\infty(\mathbb{R}^n)$ such that: $\lVert f-f_n\rVert_{W^{1,p}(\mathbb{R}^n)}\rightarrow 0$ and $\lVert g-g_n\rVert_{W^{1,p}(\mathbb{R}^n)}\rightarrow 0$ as $n\rightarrow \infty$. Recall that since $\{g_n\}_{n\in\mathbb{N}}$ is cauchy in $W^{1,p}(\mathbb{R}^n)$, then it is Cauchy in $L^\infty(\mathbb{R}^n)$ and therefore there exists a constant $C\in(0,\infty)$ such that $\lVert g_n\rVert_\infty\leq C$. Thus: \begin{equation} \lVert f_ng_n-fg\rVert_{W^{1,p}(\mathbb{R}^n)}\leq\lVert (f_n-f)g_n\rVert_{W^{1,p}(\mathbb{R}^n)}+\lVert f(g_n-g)\rVert_{W^{1,p}(\mathbb{R}^n)}\leq C\lVert f_n-f\rVert_{W^{1,p}(\mathbb{R}^n)}+\lVert f\rVert_\infty\lVert g_n-g\rVert_{W^{1,p}(\mathbb{R}^n)}. \end{equation}
Taking $n\rightarrow \infty$ we prove our claim.