-- Mathlib/MeasureTheory/Function/ConditionalExpectation/AEMeasurable.lean
theorem Lp.induction_stronglyMeasurable_aux (hm : m ≤ m0) (hp_ne_top : p ≠ ∞) (P : Lp F p μ → Prop)
    (h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet[m] s) (hμs : μ s < ∞),
      P (Lp.simpleFunc.indicatorConst p (hm s hs) hμs.ne c))
    (h_add : ∀ ⦃f g⦄, ∀ hf : MemLp f p μ, ∀ hg : MemLp g p μ, AEStronglyMeasurable[m] f μ →
      AEStronglyMeasurable[m] g μ → Disjoint (Function.support f) (Function.support g) →
        P (hf.toLp f) → P (hg.toLp g) → P (hf.toLp f + hg.toLp g))
    (h_closed : IsClosed {f : lpMeas F ℝ m p μ | P f}) :
    ∀ f : Lp F p μ, AEStronglyMeasurable[m] f μ → P f

Proof state:
case refine_2
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f✝, hf✝⟩
g✝ : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g✝
f g : α → F
hf : MemLp f p (μ.trim hm)
hg : MemLp g p (μ.trim hm)
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P (MemLp.toLp f ⋯)
hgP : P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg))
h_eq :
  ∀ (f : α → F) (hf : MemLp f p (μ.trim hm)), ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯
⊢ P (MemLp.toLp f ⋯ + ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp g hg)))

Tactic:
rw [h_eq g hg] at hgP ⊢

Result:
case refine_2
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f✝ : ↥(Lp F p μ)
hf✝ : AEStronglyMeasurable (↑↑f✝) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f✝, hf✝⟩
g✝ : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g✝
f g : α → F
hf : MemLp f p (μ.trim hm)
hg : MemLp g p (μ.trim hm)
h_disj : Disjoint (Function.support f) (Function.support g)
hfP : P (MemLp.toLp f ⋯)
hgP : P (MemLp.toLp g ⋯)
h_eq :
  ∀ (f : α → F) (hf : MemLp f p (μ.trim hm)), ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm (MemLp.toLp f hf)) = MemLp.toLp f ⋯
⊢ P (MemLp.toLp f ⋯ + MemLp.toLp g ⋯)

Proof state:
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)

Tactic:
refine
  @Lp.induction α F m _ p (μ.trim hm) _ hp_ne_top
    (fun g => P ((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) ?_ ?_ ?_ g

Result:
case refine_1
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : (μ.trim hm) s < ⊤),
    (fun g => P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) ↑(simpleFunc.indicatorConst p hs ⋯ c)

case refine_2
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ ∀ ⦃f g : α → F⦄ (hf : MemLp f p (μ.trim hm)) (hg : MemLp g p (μ.trim hm)),
    Disjoint (Function.support f) (Function.support g) →
      (fun g => P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) (MemLp.toLp f hf) →
        (fun g => P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) (MemLp.toLp g hg) →
          (fun g => P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) (MemLp.toLp f hf + MemLp.toLp g hg)

case refine_3
α : Type u_1
F : Type u_2
p : ℝ≥0∞
inst✝² : NormedAddCommGroup F
m m0 : MeasurableSpace α
μ : Measure α
inst✝¹ : Fact (1 ≤ p)
inst✝ : NormedSpace ℝ F
hm : m ≤ m0
hp_ne_top : p ≠ ⊤
P : ↥(Lp F p μ) → Prop
h_ind : ∀ (c : F) {s : Set α} (hs : MeasurableSet s) (hμs : μ s < ⊤), P ↑(simpleFunc.indicatorConst p ⋯ ⋯ c)
h_add :
  ∀ ⦃f g : α → F⦄ (hf : MemLp f p μ) (hg : MemLp g p μ),
    AEStronglyMeasurable f μ →
      AEStronglyMeasurable g μ →
        Disjoint (Function.support f) (Function.support g) →
          P (MemLp.toLp f hf) → P (MemLp.toLp g hg) → P (MemLp.toLp f hf + MemLp.toLp g hg)
h_closed : IsClosed {f | P ↑f}
f : ↥(Lp F p μ)
hf : AEStronglyMeasurable (↑↑f) μ
f' : ↥(lpMeas F ℝ m p μ) := ⟨f, hf⟩
g : ↥(Lp F p (μ.trim hm)) := (lpMeasToLpTrimLie F ℝ p μ hm) f'
hfg : f' = (lpMeasToLpTrimLie F ℝ p μ hm).symm g
⊢ IsClosed {f | (fun g => P ↑((lpMeasToLpTrimLie F ℝ p μ hm).symm g)) f}