-- Mathlib/MeasureTheory/Integral/SetIntegral.lean
theorem continuous_parametric_integral_of_continuous
    [FirstCountableTopology X] [LocallyCompactSpace X]
    [SecondCountableTopologyEither Y E] [IsLocallyFiniteMeasure μ]
    {f : X → Y → E} (hf : Continuous f.uncurry) {s : Set Y} (hs : IsCompact s) :
    Continuous (∫ y in s, f · y ∂μ)

Proof state:
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
⊢ Continuous fun x => ∫ (y : Y) in s, f x y ∂μ

Tactic:
rw [continuous_iff_continuousAt]

Result:
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
⊢ ∀ (x : X), ContinuousAt (fun x => ∫ (y : Y) in s, f x y ∂μ) x

Proof state:
case intro.intro.intro
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ ContinuousAt (fun x => ∫ (y : Y) in s, f x y ∂μ) x₀

Tactic:
apply continuousAt_of_dominated

Result:
case intro.intro.intro.hF_meas
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ ∀ᶠ (x : X) in 𝓝 x₀, AEStronglyMeasurable (f x) (μ.restrict s)

case intro.intro.intro.h_bound
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ ∀ᶠ (x : X) in 𝓝 x₀, ∀ᵐ (a : Y) ∂μ.restrict s, ‖f x a‖ ≤ ?intro.intro.intro.bound a

case intro.intro.intro.bound_integrable
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ Integrable ?intro.intro.intro.bound (μ.restrict s)

case intro.intro.intro.h_cont
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ ∀ᵐ (a : Y) ∂μ.restrict s, ContinuousAt (fun x => f x a) x₀

case intro.intro.intro.bound
Y : Type u_2
E : Type u_3
X : Type u_5
inst✝⁹ : TopologicalSpace X
inst✝⁸ : TopologicalSpace Y
inst✝⁷ : MeasurableSpace Y
inst✝⁶ : OpensMeasurableSpace Y
μ : Measure Y
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : FirstCountableTopology X
inst✝² : LocallyCompactSpace X
inst✝¹ : SecondCountableTopologyEither Y E
inst✝ : IsLocallyFiniteMeasure μ
f : X → Y → E
hf : Continuous (uncurry f)
s : Set Y
hs : IsCompact s
x₀ : X
U : Set X
U_cpct : IsCompact U
U_nhds : U ∈ 𝓝 x₀
M : ℝ
hM : M ∈ upperBounds ((fun x => ‖uncurry f x‖) '' U ×ˢ s)
⊢ Y → ℝ