I am trying to find out the relation between those spaces. Take $I\subset R$ on the real line. $I$ can be unbounded. Then I have:
We first assume $I$ is bounded. If $u\in C^{0,\alpha}(I)$, for $0<\alpha<1$, then $u$ is uniformly continuous for sure. However, I can not prove $u\in C^{0,\alpha}(I)$ then $u\in AC(I)$, nor $u\in AC(I)$ then $u\in C^{0,\alpha}(I)$. I tried a lot and now I start to think that there are no relations between those two spaces, even if $I$ is bounded.
update: I think I find an example to show that $u\in AC(0,1)\setminus C^{0,\alpha}(0,1)$ by taking $u= x^\beta$ for some $\beta>\alpha$. But I still can not prove the converse, nor find an counterexample.
Moreover, I am wondering that can Holder continuous implies bounded variation? Certainly when $\alpha=1$ we are good. But what about $\alpha<1$, say for $I$ bounded?
Finally, it is clearly that $BV$ can not implies Holder, just take any discontinuous functions for example.