How to prove that $e^{ax}$ is convex?

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How to prove that $e^{ax}$ is convex for any $a \in \mathbb{R}$?

Can I prove this without using derivatives? Maybe Taylor Series?

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By AM-GM inequality we get $$e^{a\tfrac{u+v}{2}}=\sqrt{e^{au}e^{av}}\le\frac{e^{au}+e^{av}}{2}.$$

This is Jensen inequality. Continuity concludes the proof.