Embeddings of function spaces via the Caffarelli–Silvestre extension, capacities and Wolff potentials

Let Pαf(x,t) be the Caffarelli–Silvestre extension of a smooth function f(x):Rn→R+n+1≔Rn×(0,∞). The purpose of this article is twofold. Firstly, we want to characterize a nonnegative measure μ on R+n+1 such that f(x)→Pαf(x,t) induces bounded embeddings from the Lebesgue spaces Lp(Rn) to the Lq(R+n+1,μ). On one hand, these embeddings will be characterized by using a newly introduced Lp−capacity associated with the Caffarelli–Silvestre extension. In doing so, the mixed norm estimates of Pαf(x,t), the dual form of the Lp−capacity, the Lp−capacity of general balls, and a capacitary strong type inequality will be established, respectively. On the other hand, when p>q>1, these embeddings will also be characterized in terms of the Hedberg–Wolff potential of μ. Secondly, we characterize a nonnegative measure μ on R+n+1 such that f(x)→Pαf(x,t) induces bounded embeddings from the homogeneous Sobolev spaces Ẇβ,p(Rn) to the Lq(R+n+1,μ) in terms of the fractional perimeter of open sets for endpoint cases and the fractional capacity for general cases.