-- Mathlib/Analysis/BoxIntegral/Basic.lean
theorem HasIntegral.of_bRiemann_eq_false_of_forall_isLittleO (hl : l.bRiemann = false)
    (B : ι →ᵇᵃ[I] ℝ) (hB0 : ∀ J, 0 ≤ B J) (g : ι →ᵇᵃ[I] F) (s : Set ℝⁿ) (hs : s.Countable)
    (hlH : s.Nonempty → l.bHenstock = true)
    (H₁ : ∀ (c : ℝ≥0), ∀ x ∈ Box.Icc I ∩ s, ∀ ε > (0 : ℝ),
      ∃ δ > 0, ∀ J ≤ I, Box.Icc J ⊆ Metric.closedBall x δ → x ∈ Box.Icc J →
        (l.bDistortion → J.distortion ≤ c) → dist (vol J (f x)) (g J) ≤ ε)
    (H₂ : ∀ (c : ℝ≥0), ∀ x ∈ Box.Icc I \ s, ∀ ε > (0 : ℝ),
      ∃ δ > 0, ∀ J ≤ I, Box.Icc J ⊆ Metric.closedBall x δ → (l.bHenstock → x ∈ Box.Icc J) →
        (l.bDistortion → J.distortion ≤ c) → dist (vol J (f x)) (g J) ≤ ε * B J) :
    HasIntegral I l f vol (g I)

Proof state:
case intro.intro.intro.intro
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
hlH : s.Nonempty → l.bHenstock = true
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
H0 : 0 < 2 ^ Fintype.card ι
εs : (ι → ℝ) → ℝ
hεs0 : ∀ (i : ι → ℝ), 0 < εs i
hεs : ∀ (t : Finset (ι → ℝ)), ↑t ⊆ s → ∑ i ∈ t, 2 ^ Fintype.card ι * εs i ≤ ε / 2
ε' : ℝ
ε'0 : 0 < ε'
hεI : B I * ε' < ε / 2
⊢ ∃ ia,
    (∀ (c : ℝ≥0), l.RCond (ia c)) ∧
      ∀ x ∈ {π | ∃ c, l.MemBaseSet I c (ia c) π ∧ π.IsPartition}, integralSum f vol x ∈ Metric.closedBall (g I) ε

Tactic:
set δ : ℝ≥0 → ℝⁿ → Ioi (0 : ℝ) := fun c x => if x ∈ s then δ₁ c x (εs x) else (δ₂ c) x ε'

Result:
case intro.intro.intro.intro
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
hlH : s.Nonempty → l.bHenstock = true
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
H0 : 0 < 2 ^ Fintype.card ι
εs : (ι → ℝ) → ℝ
hεs0 : ∀ (i : ι → ℝ), 0 < εs i
hεs : ∀ (t : Finset (ι → ℝ)), ↑t ⊆ s → ∑ i ∈ t, 2 ^ Fintype.card ι * εs i ≤ ε / 2
ε' : ℝ
ε'0 : 0 < ε'
hεI : B I * ε' < ε / 2
δ : ℝ≥0 → (ι → ℝ) → ↑(Set.Ioi 0) := fun c x => if x ∈ s then δ₁ c x (εs x) else δ₂ c x ε'
⊢ ∃ ia,
    (∀ (c : ℝ≥0), l.RCond (ia c)) ∧
      ∀ x ∈ {π | ∃ c, l.MemBaseSet I c (ia c) π ∧ π.IsPartition}, integralSum f vol x ∈ Metric.closedBall (g I) ε

Proof state:
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
hlH : s.Nonempty → l.bHenstock = true
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
⊢ ∃ ia,
    (∀ (c : ℝ≥0), l.RCond (ia c)) ∧
      ∀ x ∈ {π | ∃ c, l.MemBaseSet I c (ia c) π ∧ π.IsPartition}, integralSum f vol x ∈ Metric.closedBall (g I) ε

Tactic:
have ε0' := half_pos ε0

Result:
ι : Type u
E : Type v
F : Type w
inst✝⁴ : NormedAddCommGroup E
inst✝³ : NormedSpace ℝ E
inst✝² : NormedAddCommGroup F
inst✝¹ : NormedSpace ℝ F
I : Box ι
inst✝ : Fintype ι
l : IntegrationParams
f : (ι → ℝ) → E
vol : ι →ᵇᵃ[⊤] E →L[ℝ] F
hl : l.bRiemann = false
B : ι →ᵇᵃ[↑I] ℝ
hB0 : ∀ (J : Box ι), 0 ≤ B J
g : ι →ᵇᵃ[↑I] F
s : Set (ι → ℝ)
hs : s.Countable
hlH : s.Nonempty → l.bHenstock = true
ε : ℝ
ε0 : 0 < ε
δ₁ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₁ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I ∩ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₁ c x ε) →
              x ∈ Box.Icc J → (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε
δ₂ : ℝ≥0 → (ι → ℝ) → ℝ → { a // 0 < a }
Hδ₂ :
  ∀ (c : ℝ≥0),
    ∀ x ∈ Box.Icc I \ s,
      ∀ (ε : ℝ),
        0 < ε →
          ∀ J ≤ I,
            Box.Icc J ⊆ Metric.closedBall x ↑(δ₂ c x ε) →
              (l.bHenstock = true → x ∈ Box.Icc J) →
                (l.bDistortion = true → J.distortion ≤ c) → dist ((vol J) (f x)) (g J) ≤ ε * B J
ε0' : 0 < ε / 2
⊢ ∃ ia,
    (∀ (c : ℝ≥0), l.RCond (ia c)) ∧
      ∀ x ∈ {π | ∃ c, l.MemBaseSet I c (ia c) π ∧ π.IsPartition}, integralSum f vol x ∈ Metric.closedBall (g I) ε