-Next, the introduction of the rationnal exponent is motivated by the goal of
-providing a stricly convex function.
+Next, the introduction of the rational exponent is motivated by the goal of
+providing a strictly convex function.
+
+Let us now verify that the induced function is convex.
+Let $f: \R^{+*} \rightarrow \R$ such that $
+f(p)= v_h.\dfrac{\ln(\sigma^2/D_h)}{\gamma p^{2/3}} + \lambda_h p
++ \delta_p p^{8/3}$. This function is differentiable and
+for any $x \in \R^{+*}$ and we have
+$$
+\begin{array}{rcl}
+f'(p) &=& -2/3.v_h.\dfrac{\ln(\sigma^2/D_h)}{\gamma p^{5/3}} + \lambda_h +
+8/3.\delta_p p^{5/3} \\
+&& \dfrac {8/3.\delta_p p^{10/3} + \lambda_h p^{5/3} -2/3.v_h\ln(\sigma^2/D_h) }{p^{5/3}}
+\end{array}
+$$
+which is positive if and only if the numerator is.
+Provided $p^{5/3}$ is replaced by $P$, we have a quadratic function which is strictly convex, for any value of $\lambda_h$.