TITLE: A Hölder continuous function which does not belong to any Sobolev space
QUESTION [19 upvotes]: I'm seeking a function which is Hölder continuous but does not belong to any Sobolev space.
Question: More precisely, I'm searching for a function $u$ which is in $C^{0,\gamma}(\Omega)$ for $\gamma \in (0,1)$ and $\Omega$ a bounded set such that $u \notin W_{loc}^{1,p}(\Omega)$ for any $1 \leq p \leq \infty$. Take $\Omega$ to be bounded, open.
My first guess is to do a construction with a Weierstrass function. I know this is differentiable 'nowhere' but that doesn't convince me it isn't weakly differentiable in some bizarre way. Hopefully someone knows of an explicit example.

REPLY [5 votes]: I believe that the Cantor ternary function (aka devil's staircase) is a simple example.