http://www.neogaf.com/forum/showthread.php?t=558326 Looks like we've got some concrete info, courtesy of Segabits/NeoGAF/ShadiWulf. Sonic Lost World eh? Doesn't exactly roll off the tongue...
http://www.soniclostworld.com/ - empty site, URL registered by SEGA EuropeSo. There's nothing more, really, just wanted to give you guys the news.
I dunno, doesn't exactly seem official unless the Sonic Wiki states so...Oh wait, its on there and the next Sonic and Mario Winter Olympics games is as well. (I knew that was coming out soon.)