In p. 508 of the paper : http://www.jstor.org/stable/2243484 , it is mentioned that if $2l \geq d$, the embedding $W^{l,2}(\mathbb{R}^d) \rightarrow C_0(\mathbb{R}^d)$ is compact, where $W^{l,2}(\mathbb{R}^d)$ is the $(l,2)-$Sobolev space on $\mathbb{R}^d$ and $C_0(\mathbb{R}^d)$ is the space of continuous functions $\mathbb{R}^d \rightarrow \mathbb{R}$ vanishing at infinity.
I have tried to look in many references but haven't found this. So is it true or not?