The higher order chain rule in Sobolev spaces

Abstract

We establish the Fa\`a di Bruno formula, in the sense of almost everywhere equality, for derivatives of the composed function $f \circ g$, for all function $f : R \rightarrow R$ such that $f$ acts on $W^m_p(R^n)$ by composition, and all $g \in W^m_p(R^n)$.