$\DeclareMathOperator{\Lip}{Lip}$ I already proved that if $0 < \alpha < \beta \leq 1$, then $\Lip_{\beta}[0,1] \subset \Lip_{\alpha}[0,1]$. Recall that we say that $f \in \Lip_{\alpha}[0,1]$ if there is a $K \geq 0$ such that for every $x,y \in [0,1]$ we have that $|f(x)-f(y)| \leq K|x-y|^{\alpha}$. The infimum of all values $K$ satisfying this last inequality is denoted as $\theta_{\alpha}(f)$. This allows us to define the following norm in $\Lip_{\alpha}[0,1]$:
$$\|f\|_{\alpha}= \theta_{\alpha}(f)+ \sup \lbrace |f(x)|:x\in [0,1] \rbrace.$$
So we have a metric for $\Lip_{\alpha}[0,1]$, as $$d_{\alpha}(f,g):=\|f-g\|_{\alpha}= \theta_{\alpha}(f-g)+ \sup \lbrace |f(x)-g(x)|:x\in [0,1] \rbrace$$ for every $f,g \in \Lip_{\alpha}[0,1]$. Therefore, we have a topology of open balls with this metric. As the title says, I need to prove that $\Lip_{\beta}[0,1] \subset \Lip_{\alpha}[0,1]$ is a closed subset with the $\Lip_{\alpha}[0,1]$ topology of course. I already proved the contention $\Lip_{\beta}[0,1] \subset \Lip_{\alpha}[0,1]$ but I'm not sure how to prove this subset is closed. I have been thinking in taking a sequence of functions $\lbrace f_{n} \rbrace \subset \Lip_{\beta}[0,1]$ such that $f_{n} \to f$ pointwise, then I need to prove $f \in \Lip_{\beta}[0,1]$ or a counterexample showing that $f \notin \Lip_{\beta}[0,1]$. But I can prove neither of these.