Given a measure space $(\Omega,\mathfrak A,\mu)$ and $1≤q≤p$, how can I show that $$L_p(\mu)\subseteq L_q(\mu)$$ if the measure $\mu$ is finite, that means $\mu(\Omega)<\infty$?
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1Hint/Solution: Hölder inequality – b00n heT May 25 '16 at 14:18
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1See here. – Pedro May 25 '16 at 14:19
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1Possible duplicate of $L^p$ and $L^q$ space inclusion – Alex M. May 25 '16 at 14:25