-- Mathlib/Analysis/Calculus/ParametricIntegral.lean
theorem hasFDerivAt_integral_of_dominated_loc_of_lip' {F' : α → H →L[𝕜] E} (ε_pos : 0 < ε)
    (hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lipsch : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ bound a * ‖x - x₀‖)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (F · a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x ↦ ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀

Proof state:
case pos
α : Type u_1
inst✝⁶ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁵ : RCLike 𝕜
E : Type u_3
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedSpace 𝕜 E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
x₀ : H
bound : α → ℝ
ε : ℝ
F' : α → H →L[𝕜] E
ε_pos : 0 < ε
hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀) μ
hF'_meas : AEStronglyMeasurable F' μ
bound_integrable : Integrable bound μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
x₀_in : x₀ ∈ ball x₀ ε
nneg : ∀ (x : H), 0 ≤ ‖x - x₀‖⁻¹
b : α → ℝ := fun a => |bound a|
b_int : Integrable b μ
b_nonneg : ∀ (a : α), 0 ≤ b a
h_lipsch : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ
hF'_int : Integrable F' μ
hE : CompleteSpace E
h_ball : ball x₀ ε ∈ 𝓝 x₀
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Tactic:
have : ∀ᶠ x in 𝓝 x₀, ‖x - x₀‖⁻¹ * ‖((∫ a, F x a ∂μ) - ∫ a, F x₀ a ∂μ) - (∫ a, F' a ∂μ) (x - x₀)‖ =
    ‖∫ a, ‖x - x₀‖⁻¹ • (F x a - F x₀ a - F' a (x - x₀)) ∂μ‖ := by
  apply mem_of_superset (ball_mem_nhds _ ε_pos)
  intro x x_in; simp only
  rw [Set.mem_setOf_eq, ← norm_smul_of_nonneg (nneg _), integral_smul, integral_sub, integral_sub,
    ← ContinuousLinearMap.integral_apply hF'_int]
  exacts [hF_int' x x_in, hF_int, (hF_int' x x_in).sub hF_int,
    hF'_int.apply_continuousLinearMap _]

Result:
case pos
α : Type u_1
inst✝⁶ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁵ : RCLike 𝕜
E : Type u_3
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedSpace 𝕜 E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
x₀ : H
bound : α → ℝ
ε : ℝ
F' : α → H →L[𝕜] E
ε_pos : 0 < ε
hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀) μ
hF'_meas : AEStronglyMeasurable F' μ
bound_integrable : Integrable bound μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
x₀_in : x₀ ∈ ball x₀ ε
nneg : ∀ (x : H), 0 ≤ ‖x - x₀‖⁻¹
b : α → ℝ := fun a => |bound a|
b_int : Integrable b μ
b_nonneg : ∀ (a : α), 0 ≤ b a
h_lipsch : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ
hF'_int : Integrable F' μ
hE : CompleteSpace E
h_ball : ball x₀ ε ∈ 𝓝 x₀
this :
  ∀ᶠ (x : H) in 𝓝 x₀,
    ‖x - x₀‖⁻¹ * ‖∫ (a : α), F x a ∂μ - ∫ (a : α), F x₀ a ∂μ - (∫ (a : α), F' a ∂μ) (x - x₀)‖ =
      ‖∫ (a : α), ‖x - x₀‖⁻¹ • (F x a - F x₀ a - (F' a) (x - x₀)) ∂μ‖
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Proof state:
α : Type u_1
inst✝⁶ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁵ : RCLike 𝕜
E : Type u_3
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedSpace 𝕜 E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
x₀ : H
bound : α → ℝ
ε : ℝ
F' : α → H →L[𝕜] E
ε_pos : 0 < ε
hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀) μ
hF'_meas : AEStronglyMeasurable F' μ
bound_integrable : Integrable bound μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
x₀_in : x₀ ∈ ball x₀ ε
nneg : ∀ (x : H), 0 ≤ ‖x - x₀‖⁻¹
b : α → ℝ := fun a => |bound a|
b_int : Integrable b μ
b_nonneg : ∀ (a : α), 0 ≤ b a
h_lipsch : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ
hF'_int : Integrable F' μ
hE : CompleteSpace E
h_ball : ball x₀ ε ∈ 𝓝 x₀
this :
  ∀ᶠ (x : H) in 𝓝 x₀,
    ‖x - x₀‖⁻¹ * ‖∫ (a : α), F x a ∂μ - ∫ (a : α), F x₀ a ∂μ - (∫ (a : α), F' a ∂μ) (x - x₀)‖ =
      ‖∫ (a : α), ‖x - x₀‖⁻¹ • (F x a - F x₀ a - (F' a) (x - x₀)) ∂μ‖
⊢ ∫ (a : α), ‖x₀ - x₀‖⁻¹ • (F x₀ a - F x₀ a - (F' a) (x₀ - x₀)) ∂μ = 0

Tactic:
simp

Result:
no goals

Proof state:
case pos.h_bound.intro
α : Type u_1
inst✝⁶ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁵ : RCLike 𝕜
E : Type u_3
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedSpace 𝕜 E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
x₀ : H
bound : α → ℝ
ε : ℝ
F' : α → H →L[𝕜] E
ε_pos : 0 < ε
hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀) μ
hF'_meas : AEStronglyMeasurable F' μ
bound_integrable : Integrable bound μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
x₀_in : x₀ ∈ ball x₀ ε
nneg : ∀ (x : H), 0 ≤ ‖x - x₀‖⁻¹
b : α → ℝ := fun a => |bound a|
b_int : Integrable b μ
b_nonneg : ∀ (a : α), 0 ≤ b a
h_lipsch : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ
hF'_int : Integrable F' μ
hE : CompleteSpace E
h_ball : ball x₀ ε ∈ 𝓝 x₀
this :
  ∀ᶠ (x : H) in 𝓝 x₀,
    ‖x - x₀‖⁻¹ * ‖∫ (a : α), F x a ∂μ - ∫ (a : α), F x₀ a ∂μ - (∫ (a : α), F' a ∂μ) (x - x₀)‖ =
      ‖∫ (a : α), ‖x - x₀‖⁻¹ • (F x a - F x₀ a - (F' a) (x - x₀)) ∂μ‖
x : H
hx : x ∈ ball x₀ ε
a : α
ha_bound : ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
⊢ ‖x - x₀‖⁻¹ * (b a * ‖x - x₀‖) + ‖x - x₀‖⁻¹ * (‖F' a‖ * ‖x - x₀‖) ≤ b a + ‖F' a‖

Tactic:
simp only [← div_eq_inv_mul]

Result:
case pos.h_bound.intro
α : Type u_1
inst✝⁶ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁵ : RCLike 𝕜
E : Type u_3
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedSpace 𝕜 E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
x₀ : H
bound : α → ℝ
ε : ℝ
F' : α → H →L[𝕜] E
ε_pos : 0 < ε
hF_meas : ∀ x ∈ ball x₀ ε, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀) μ
hF'_meas : AEStronglyMeasurable F' μ
bound_integrable : Integrable bound μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
x₀_in : x₀ ∈ ball x₀ ε
nneg : ∀ (x : H), 0 ≤ ‖x - x₀‖⁻¹
b : α → ℝ := fun a => |bound a|
b_int : Integrable b μ
b_nonneg : ∀ (a : α), 0 ≤ b a
h_lipsch : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
hF_int' : ∀ x ∈ ball x₀ ε, Integrable (F x) μ
hF'_int : Integrable F' μ
hE : CompleteSpace E
h_ball : ball x₀ ε ∈ 𝓝 x₀
this :
  ∀ᶠ (x : H) in 𝓝 x₀,
    ‖x - x₀‖⁻¹ * ‖∫ (a : α), F x a ∂μ - ∫ (a : α), F x₀ a ∂μ - (∫ (a : α), F' a ∂μ) (x - x₀)‖ =
      ‖∫ (a : α), ‖x - x₀‖⁻¹ • (F x a - F x₀ a - (F' a) (x - x₀)) ∂μ‖
x : H
hx : x ∈ ball x₀ ε
a : α
ha_bound : ‖F x a - F x₀ a‖ ≤ b a * ‖x - x₀‖
⊢ b a * ‖x - x₀‖ / ‖x - x₀‖ + ‖F' a‖ * ‖x - x₀‖ / ‖x - x₀‖ ≤ b a + ‖F' a‖