-- 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
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‖
⊢ Tendsto (fun x => ∫ (a : α), ‖x - x₀‖⁻¹ • (F x a - F x₀ a - (F' a) (x - x₀)) ∂μ) (𝓝 x₀)
    (𝓝 (∫ (a : α), ‖x₀ - x₀‖⁻¹ • (F x₀ a - F x₀ a - (F' a) (x₀ - x₀)) ∂μ))

Tactic:
apply tendsto_integral_filter_of_dominated_convergence

Result:
case pos.hF_meas
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‖
⊢ ∀ᶠ (n : H) in 𝓝 x₀, AEStronglyMeasurable (fun a => ‖n - x₀‖⁻¹ • (F n a - F x₀ a - (F' a) (n - x₀))) μ

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‖
⊢ ∀ᶠ (n : H) in 𝓝 x₀, ∀ᵐ (a : α) ∂μ, ‖‖n - x₀‖⁻¹ • (F n a - F x₀ a - (F' a) (n - x₀))‖ ≤ ?pos.bound✝ a

case pos.bound_integrable
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‖
⊢ Integrable ?pos.bound✝ μ

case pos.h_lim
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‖
⊢ ∀ᵐ (a : α) ∂μ,
    Tendsto (fun n => ‖n - x₀‖⁻¹ • (F n a - F x₀ a - (F' a) (n - x₀))) (𝓝 x₀)
      (𝓝 (‖x₀ - x₀‖⁻¹ • (F x₀ a - F x₀ a - (F' a) (x₀ - x₀))))

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