-- 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:
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‖
x : H
x_in : x ∈ ball x₀ ε
⊢ Integrable (F x) μ

Tactic:
have : ∀ᵐ a ∂μ, ‖F x₀ a - F x a‖ ≤ ε * b a := by
  simp only [norm_sub_rev (F x₀ _)]
  refine h_lipsch.mono fun a ha ↦ (ha x x_in).trans ?_
  rw [mul_comm ε]
  rw [mem_ball, dist_eq_norm] at x_in
  exact mul_le_mul_of_nonneg_left x_in.le (b_nonneg _)

Result:
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‖
x : H
x_in : x ∈ ball x₀ ε
this : ∀ᵐ (a : α) ∂μ, ‖F x₀ a - F x a‖ ≤ ε * b a
⊢ Integrable (F x) μ

Proof state:
case pos.h_bound
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
⊢ x ∈ {x | (fun n => ∀ᵐ (a : α) ∂μ, ‖‖n - x₀‖⁻¹ • (F n a - F x₀ a - (F' a) (n - x₀))‖ ≤ ?pos.bound✝ a) x}

Tactic:
apply (h_diff.and h_lipsch).mono

Result:
case pos.h_bound
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
⊢ ∀ (x_1 : α),
    (HasFDerivAt (fun x => F x x_1) (F' x_1) x₀ ∧ ∀ x ∈ ball x₀ ε, ‖F x x_1 - F x₀ x_1‖ ≤ b x_1 * ‖x - x₀‖) →
      ‖‖x - x₀‖⁻¹ • (F x x_1 - F x₀ x_1 - (F' x_1) (x - x₀))‖ ≤ ?pos.bound✝ x_1

case pos.bound
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‖
⊢ α → ℝ