\documentclass{article}
\usepackage[all]{xy}
\usepackage{amsthm, amssymb, amsmath,amsfonts,fancyhdr,color,xspace,hyperref,latexsym,amscd,tikz}
\usepackage{graphicx}
\usepackage{MnSymbol}
\theoremstyle{definition}\newtheorem{de}{Definition}[section]
\theoremstyle{plain}\newtheorem{thh}[de]{Theorem}
\theoremstyle{plain}\newtheorem{pr}[de]{Proposition}
\theoremstyle{plain}\newtheorem{lee}[de]{Lemma}
\theoremstyle{plain}\newtheorem{cor}[de]{Corollary}
\theoremstyle{definition}\newtheorem{exa}[de]{Example}
\begin{document}
\begin{proof} 
We have
\end{proof}
\begin{proof}[Davvaz, B. $\&  $ Vougiouklis, T. \cite{m2}]
\end{proof}
\end{document}