l3lab/ntp-mathlib huggingface dataset:
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  

Proof state:
case intro.intro
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ Integrable F' ∧ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' a ∂μ) x₀

Next tactic:
apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.hF_meas
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (fun a => F x a) μ

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.hF_int
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ Integrable fun a => F x₀ a

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.hF'_meas
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ AEStronglyMeasurable F' μ

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.h_lipsch
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ ?m.190795 a * ‖x - x₀‖

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.bound_integrable
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ Integrable fun a => |bound a|

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with a ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is ae-measurable
for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_loc_of_lip {F : H → α → E} {F' : α → H →L[𝕜] E} {x₀ : H}
    {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ)
    (hF_int : Integrable (F x₀) μ) (hF'_meas : AEStronglyMeasurable F' μ)
    (h_lip : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs <| bound a) (fun x => F x a) (ball x₀ ε))
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀) :
    Integrable F' μ ∧ HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' a ∂μ) x₀ := by
  obtain ⟨δ, δ_pos, hδ⟩ : ∃ δ > 0, ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ ∧ x ∈ ball x₀ ε
  exact eventually_nhds_iff_ball.mp (hF_meas.and (ball_mem_nhds x₀ ε_pos))
  choose hδ_meas hδε using hδ
  replace h_lip : ∀ᵐ a : α ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
  exact h_lip.mono fun a lip x hx => lip.norm_sub_le (hδε x hx) (mem_ball_self ε_pos)
  replace bound_integrable := bound_integrable.norm
  apply hasFDerivAt_integral_of_dominated_loc_of_lip' δ_pos <;> 

Proof state:
case intro.intro.h_diff
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable F' μ
h_diff : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀
δ : ℝ
δ_pos : δ > 0
hδ_meas : ∀ x ∈ ball x₀ δ, AEStronglyMeasurable (F x) μ
hδε : ∀ x ∈ ball x₀ δ, x ∈ ball x₀ ε
h_lip : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ δ, ‖F x a - F x₀ a‖ ≤ |bound a| * ‖x - x₀‖
bound_integrable : Integrable fun a => ‖bound a‖
⊢ ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' a) x₀

Next tactic:
assumption
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀

Next tactic:
letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀

Next tactic:
have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀

Next tactic:
have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
/-- Differentiation under integral of `x ↦ ∫ F x a` at a given point `x₀`, assuming
`F x₀` is integrable, `x ↦ F x a` is differentiable on a ball around `x₀` for ae `a` with
derivative norm uniformly bounded by an integrable function (the ball radius is independent of `a`),
and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
theorem hasFDerivAt_integral_of_dominated_of_fderiv_le {F : H → α → E} {F' : H → α → H →L[𝕜] E}
    {x₀ : H} {bound : α → ℝ} {ε : ℝ} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) μ) (hF_int : Integrable (F x₀) μ)
    (hF'_meas : AEStronglyMeasurable (F' x₀) μ)
    (h_bound : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a)
    (bound_integrable : Integrable (bound : α → ℝ) μ)
    (h_diff : ∀ᵐ a ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x) :
    HasFDerivAt (fun x => ∫ a, F x a ∂μ) (∫ a, F' x₀ a ∂μ) x₀ := by
  letI : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
  have x₀_in : x₀ ∈ ball x₀ ε := mem_ball_self ε_pos
  have diff_x₀ : ∀ᵐ a ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀ :=
    h_diff.mono fun a ha => ha x₀ x₀_in
  

Proof state:
α : Type u_1
inst✝⁷ : MeasurableSpace α
μ : Measure α
𝕜 : Type u_2
inst✝⁶ : IsROrC 𝕜
E : Type u_3
inst✝⁵ : NormedAddCommGroup E
inst✝⁴ : NormedSpace ℝ E
inst✝³ : NormedSpace 𝕜 E
inst✝² : CompleteSpace E
H : Type u_4
inst✝¹ : NormedAddCommGroup H
inst✝ : NormedSpace 𝕜 H
F : H → α → E
F' : H → α → H →L[𝕜] E
x₀ : H
bound : α → ℝ
ε : ℝ
ε_pos : 0 < ε
hF_meas : ∀ᶠ (x : H) in 𝓝 x₀, AEStronglyMeasurable (F x) μ
hF_int : Integrable (F x₀)
hF'_meas : AEStronglyMeasurable (F' x₀) μ
h_bound : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, ‖F' x a‖ ≤ bound a
bound_integrable : Integrable bound
h_diff : ∀ᵐ (a : α) ∂μ, ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x a) (F' x a) x
this : NormedSpace ℝ H := NormedSpace.restrictScalars ℝ 𝕜 H
x₀_in : x₀ ∈ ball x₀ ε
diff_x₀ : ∀ᵐ (a : α) ∂μ, HasFDerivAt (fun x => F x a) (F' x₀ a) x₀
⊢ HasFDerivAt (fun x => ∫ (a : α), F x a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀

Next tactic:
have : ∀ᵐ a ∂μ, LipschitzOnWith (Real.nnabs (bound a)) (fun x => F x a) (ball x₀ ε) := by
    apply (h_diff.and h_bound).mono
    rintro a ⟨ha_deriv, ha_bound⟩
    refine'
      (convex_ball _ _).lipschitzOnWith_of_nnnorm_hasFDerivWithin_le
        (fun x x_in => (ha_deriv x x_in).hasFDerivWithinAt) fun x x_in => _
    rw [← NNReal.coe_le_coe, coe_nnnorm, Real.coe_nnabs]
    exact (ha_bound x x_in).trans (le_abs_self _)