Here is an interesting, but slightly detached from the previous two articles, result. Let's look at the following two sequences: a_{n}=\sqrt{p_{n+1}} - \sqrt{p_{n}} b_{n}=\ln\left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right )^{1+\sqrt{p_{n+1}}}
Here is a short Python code to visualise the sequences.
And here is how both sequences look like (a_{n} the first and b_{n} the second): 
Quite asymptotic, aren't they? Indeed they are ...
Lemma 3. \sqrt{p_{n+1}} - \sqrt{p_{n}} \leq \ln\left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right )^{1+\sqrt{p_{n+1}}} \leq \left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right )\cdot \left ( \sqrt{p_{n+1}} - \sqrt{p_{n}} \right )
Let's look at this function f_{6}(x)=\frac{\sqrt{p_{n+1}}}{1+x\cdot \sqrt{p_{n+1}}}. Obviously, {\ln\left ( 1+x\cdot \sqrt{p_{n+1}} \right )}'=f_{6}(x). As a result \int\limits_{\sqrt{\frac{p_{n}}{p_{n+1}}}}^{1} f_{6}\left ( x \right )dx = \ln\left ( 1+x\cdot \sqrt{p_{n+1}} \right )|_{\sqrt{\frac{p_{n}}{p_{n+1}}}}^{1}=\ln\left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right )
According to Mean Value Theorem, \exists \mu \in \left (\sqrt{\frac{p_{n}}{p_{n+1}}} ,1 \right ) such that: \int\limits_{\sqrt{\frac{p_{n}}{p_{n+1}}}}^{1} f_{6}\left ( x \right )dx = f_{6}\left ( \mu \right )\cdot \left ( 1- \sqrt{\frac{p_{n}}{p_{n+1}}} \right )
Putting all together: \ln\left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right ) = \frac{\sqrt{p_{n+1}}-\sqrt{p_{n}}}{1+\mu \cdot \sqrt{p_{n+1}}}
Because \sqrt{\frac{p_{n}}{p_{n+1}}}< \mu < 1 \Rightarrow 1+\sqrt{p_{n}}< 1+\mu \cdot \sqrt{p_{n+1}} < 1+\sqrt{p_{n+1}}
And we get \frac{\sqrt{p_{n+1}}-\sqrt{p_{n}}}{1+\sqrt{p_{n+1}}}\leq \ln\left ( \frac{1+\sqrt{p_{n+1}}}{1+\sqrt{p_{n}}} \right )\leq \frac{\sqrt{p_{n+1}}-\sqrt{p_{n}}}{1+\sqrt{p_{n}}} which proves this lemma.
Noting \Delta_{n}=\sqrt{p_{n+1}}-\sqrt{p_{n}}, this becomes: \frac{\Delta_{n}}{1+\sqrt{p_{n+1}}}\leq \ln\left ( 1 + \frac{\Delta_{n}}{1+\sqrt{p_{n}}} \right )\leq \frac{\Delta_{n}}{1+\sqrt{p_{n}}} or \frac{1+\sqrt{p_{n}}}{1+\sqrt{p_{n+1}}}\leq \ln\left ( 1 + \frac{\Delta_{n}}{1+\sqrt{p_{n}}} \right )^{\frac{1+\sqrt{p_{n}}}{\Delta_{n}}}\leq 1
Is this result of any use? I don't know yet, but it looks like: \left ( 1 + \frac{\Delta_{n}}{1+\sqrt{p_{n}}} \right )^{\frac{1+\sqrt{p_{n}}}{\Delta_{n}}} \rightarrow e, n \to \infty using this result.
