Given $p\in\mathbb{R}$, consider the space:
$$ Lip(p) = \left\{f:[0,1] \longrightarrow \mathbb{R} : \mbox{ $f$ is $p$-Lipschitz} \right\}$$
i.e.: there is $M>0$ such that $|f(s)-f(t)|<M|s-t|^p \quad\forall s,t\in 0,1]$
We can define a norm on $Lip(p)$ by $$\Vert f\Vert = |f(0)| + \sup \left\{ \frac{|f(t)-f(s)|}{|t-s|^p}: t\neq s, \quad t,s\in [0,1] \right\}$$
It's easy to show that $\Vert\cdot\Vert$ is a norm in $Lip(p)$, but I was not able to proove that $(Lip(p),\Vert\cdot\Vert)$ is a Banach space.
Given a Cauchy sequence $(f_n) \subseteq Lip(p)$, I couldn't find a candidate to conclude the convergence proof. Any hint? (I DO NOT want an entire proof)
Given $\varepsilon > 0$, there is $n_0 \in \mathbb{N}$ such that: $$ m,n \geq n_0 \implies \Vert f_m - f_n \Vert < \frac{\varepsilon}{4}$$
Then, we have:
$|f_m(0) - f_n(0)|< \varepsilon /4$
$\sup \left\{ \frac{|(f_m-f_n)(t)-(f_m-f_n)(s)|}{|t-s|^p}: t\neq s, \quad t,s\in [0,1] \right\} < \varepsilon /4$
Given $t\in]0,1]$, we have for all $m,n > n_0$: $$|f_m(t) - f_n(t)| \leq |(f_m-f_n)(t) - (f_m-f_n)(0)| + |f_m(0) - f_n(0)| < \varepsilon $$