-- Mathlib/Analysis/BoxIntegral/Basic.lean
theorem integrable_of_bounded_and_ae_continuousWithinAt [CompleteSpace E] {I : Box ι} {f : ℝⁿ → E}
    (hb : ∃ C : ℝ, ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C) (μ : Measure ℝⁿ) [IsLocallyFiniteMeasure μ]
    (hc : ∀ᵐ x ∂(μ.restrict (Box.Icc I)), ContinuousWithinAt f (Box.Icc I) x) :
    Integrable I l f μ.toBoxAdditive.toSMul

Proof state:
case intro.intro.intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
ε₂ : ℝ
ε₂0 : 0 < ε₂
hε₂ : 4 * C * ε₂ < ε
ε₂0' : ENNReal.ofReal ε₂ ≠ 0
D : Set (ι → ℝ) := {x | x ∈ Box.Icc I ∧ ¬ContinuousWithinAt f (Box.Icc I) x}
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε

Tactic:
let μ' := μ.restrict (Box.Icc I)

Result:
case intro.intro.intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
ε₂ : ℝ
ε₂0 : 0 < ε₂
hε₂ : 4 * C * ε₂ < ε
ε₂0' : ENNReal.ofReal ε₂ ≠ 0
D : Set (ι → ℝ) := {x | x ∈ Box.Icc I ∧ ¬ContinuousWithinAt f (Box.Icc I) x}
μ' : Measure (ι → ℝ) := μ.restrict (Box.Icc I)
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε

Proof state:
case intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε

Tactic:
rcases exists_pos_mul_lt ε0 (4 * C) with ⟨ε₂, ε₂0, hε₂⟩

Result:
case intro.intro.intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
ε₂ : ℝ
ε₂0 : 0 < ε₂
hε₂ : 4 * C * ε₂ < ε
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε

Proof state:
case intro.intro.intro.intro.intro.intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
ε₂ : ℝ
ε₂0 : 0 < ε₂
hε₂ : 4 * C * ε₂ < ε
ε₂0' : ENNReal.ofReal ε₂ ≠ 0
D : Set (ι → ℝ) := {x | x ∈ Box.Icc I ∧ ¬ContinuousWithinAt f (Box.Icc I) x}
μ' : Measure (ι → ℝ) := μ.restrict (Box.Icc I)
μ'D : μ' D = 0
U : Set (ι → ℝ)
UD : U ⊇ D
Uopen : IsOpen U
hU : μ' U < ENNReal.ofReal ε₂
comp : IsCompact (Box.Icc I \ U)
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε

Tactic:
have : ∀ x ∈ (Box.Icc I \ U), oscillationWithin f (Box.Icc I) x < (ENNReal.ofReal ε₁) := by
  intro x hx
  suffices oscillationWithin f (Box.Icc I) x = 0 by rw [this]; exact ofReal_pos.2 ε₁0
  simpa [OscillationWithin.eq_zero_iff_continuousWithinAt, D, hx.1] using hx.2 ∘ (fun a ↦ UD a)

Result:
case intro.intro.intro.intro.intro.intro.intro.intro
ι : Type u
E : Type v
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : Fintype ι
l : IntegrationParams
inst✝¹ : CompleteSpace E
I : Box ι
f : (ι → ℝ) → E
μ : Measure (ι → ℝ)
inst✝ : IsLocallyFiniteMeasure μ
hc : ∀ᵐ (x : ι → ℝ) ∂μ.restrict (Box.Icc I), ContinuousWithinAt f (Box.Icc I) x
ε : ℝ
ε0 : ε > 0
ε₁ : ℝ
ε₁0 : 0 < ε₁
hε₁ : 2 * μ.toBoxAdditive I * ε₁ < ε
C : ℝ
hC : ∀ x ∈ Box.Icc I, ‖f x‖ ≤ C
C0 : 0 ≤ C
ε₂ : ℝ
ε₂0 : 0 < ε₂
hε₂ : 4 * C * ε₂ < ε
ε₂0' : ENNReal.ofReal ε₂ ≠ 0
D : Set (ι → ℝ) := {x | x ∈ Box.Icc I ∧ ¬ContinuousWithinAt f (Box.Icc I) x}
μ' : Measure (ι → ℝ) := μ.restrict (Box.Icc I)
μ'D : μ' D = 0
U : Set (ι → ℝ)
UD : U ⊇ D
Uopen : IsOpen U
hU : μ' U < ENNReal.ofReal ε₂
comp : IsCompact (Box.Icc I \ U)
this : ∀ x ∈ Box.Icc I \ U, oscillationWithin f (Box.Icc I) x < ENNReal.ofReal ε₁
⊢ ∃ r,
    (∀ (c : ℝ≥0), l.RCond (r c)) ∧
      ∀ (c₁ c₂ : ℝ≥0) (π₁ π₂ : TaggedPrepartition I),
        l.MemBaseSet I c₁ (r c₁) π₁ →
          π₁.IsPartition →
            l.MemBaseSet I c₂ (r c₂) π₂ →
              π₂.IsPartition →
                dist (integralSum f μ.toBoxAdditive.toSMul π₁) (integralSum f μ.toBoxAdditive.toSMul π₂) ≤ ε