Given s∈(0,1), we discuss the embedding of D0s,p(Ω)
in Lq(Ω). In particular, for 1≤q<p we deduce its compactness on
all open sets Ω⊂RN on which it is continuous. We then
relate, for all q up the fractional Sobolev conjugate exponent, the continuity
of the embedding to the summability of the function solving the fractional
torsion problem in Ω in a suitable weak sense, for every open set
Ω. The proofs make use of a non-local Hardy-type inequality in D0s,p(Ω), involving the fractional torsion function as a weight