Let $F(x,s)$ be a continuous function $F:\mathbb R^m\times\mathbb R^n\to\mathbb R^m$ such that $\nabla_xF$ is a Holder $C^\alpha$-function, say $\frac12<\alpha<1$.
Suppose $F(0,0)=0$ and suppose $\nabla_xF(x,s)$ is a invertible matrix for every $(x,s)$.
By non-differentiable implicit function theorem mention in Wikipedia, locally there is a unique function $\phi:U\subset\mathbb R^m\to\mathbb R^n$ near $0$, such that $F(\phi(t),t)=0$.
My question is, does $\phi\in C^\alpha$? The non-differentiable IFT only guarantee $\phi$ to be continuous, but not something further.
And for the distributional derivative $\nabla\phi(t)=-(F_x^{-1}\cdot F_s)|_{(\phi(t),t)}$, the product make sense as a $C^{\alpha-1}$ distribution when $\alpha>\frac12$. But the composition of $C^{\alpha-1}\circ C^\alpha$ is not sure to be well-defined