Module: Mathlib.Analysis.Calculus.ContDiff.Convolution

Goal state before:
pp: 𝕜 : Type u𝕜
G : Type uG
E : Type uE
E' : Type uE'
F : Type uF
P : Type uP
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedAddCommGroup E'
inst✝¹¹ : NormedAddCommGroup F
f : G → E
inst✝¹⁰ : RCLike 𝕜
inst✝⁹ : NormedSpace 𝕜 E
inst✝⁸ : NormedSpace 𝕜 E'
inst✝⁷ : NormedSpace ℝ F
inst✝⁶ : NormedSpace 𝕜 F
inst✝⁵ : MeasurableSpace G
inst✝⁴ : NormedAddCommGroup G
inst✝³ : BorelSpace G
inst✝² : NormedSpace 𝕜 G
inst✝¹ : NormedAddCommGroup P
inst✝ : NormedSpace 𝕜 P
μ : Measure G
L : E →L[𝕜] E' →L[𝕜] F
g : P → G → E'
s : Set P
k : Set G
hs : IsOpen[PseudoMetricSpace.toUniformSpace.toTopologicalSpace] s
hk : IsCompact k
hgs : ∀ (p : P) (x : G), p ∈ s → x ∉ k → g p x = 0
hf : LocallyIntegrable f μ
hg : ContDiffOn 𝕜 1 (↿g) (s ×ˢ univ)
q₀ : P × G
hq₀ : q₀.1 ∈ s
g' : P × G → P × G →L[𝕜] E' := fderiv 𝕜 ↿g
A :
  ∀ p ∈ s,
    Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, PseudoMetricSpace.toUniformSpace.toTopologicalSpace]
      (g p)
A' : ∀ (q : P × G), q.1 ∈ s → s ×ˢ univ ∈ 𝓝 q
g'_zero : ∀ (p : P) (x : G), p ∈ s → x ∉ k → g' (p, x) = 0
ε C : ℝ
εpos : 0 < ε
h₀ε : ball q₀.1 ε ⊆ s
hε : ∀ (p : P) (x : G), ‖p - q₀.1‖ < ε → ‖g' (p, x)‖ ≤ C
I1 : ∀ᶠ (x : P × G) in 𝓝 q₀, AEStronglyMeasurable (fun a ↦ (L (f a)) (g x.1 (x.2 - a))) μ
I2 : Integrable (fun a ↦ (L (f a)) (g q₀.1 (q₀.2 - a))) μ
⊢ HasFDerivAt (fun q ↦ (f ⋆[L, μ] g q.1) q.2) ((f ⋆[precompR (P × G) L, μ] fun x ↦ fderiv 𝕜 ↿g (q₀.1, x)) q₀.2) q₀

Tactic:
have I3 : AEStronglyMeasurable (fun a : G => (L (f a)).comp (g' (q₀.fst, q₀.snd - a))) μ := by
    have T : HasCompactSupport fun y => g' (q₀.1, y) :=
      HasCompactSupport.intro hk fun x hx => g'_zero q₀.1 x hq₀ hx
    apply (HasCompactSupport.convolutionExists_right (L.precompR (P × G) :) T hf _ q₀.2).1
    have : ContinuousOn g' (s ×ˢ univ) :=
      hg.continuousOn_fderiv_of_isOpen (hs.prod isOpen_univ) le_rfl
    apply this.comp_continuous (.prodMk_right _)
    intro x
    simpa only [prodMk_mem_set_prod_eq, mem_univ, and_true] using hq₀

Goal state after:
𝕜 : Type u𝕜
G : Type uG
E : Type uE
E' : Type uE'
F : Type uF
P : Type uP
inst✝¹³ : NormedAddCommGroup E
inst✝¹² : NormedAddCommGroup E'
inst✝¹¹ : NormedAddCommGroup F
f : G → E
inst✝¹⁰ : RCLike 𝕜
inst✝⁹ : NormedSpace 𝕜 E
inst✝⁸ : NormedSpace 𝕜 E'
inst✝⁷ : NormedSpace ℝ F
inst✝⁶ : NormedSpace 𝕜 F
inst✝⁵ : MeasurableSpace G
inst✝⁴ : NormedAddCommGroup G
inst✝³ : BorelSpace G
inst✝² : NormedSpace 𝕜 G
inst✝¹ : NormedAddCommGroup P
inst✝ : NormedSpace 𝕜 P
μ : Measure G
L : E →L[𝕜] E' →L[𝕜] F
g : P → G → E'
s : Set P
k : Set G
hs : IsOpen[PseudoMetricSpace.toUniformSpace.toTopologicalSpace] s
hk : IsCompact k
hgs : ∀ (p : P) (x : G), p ∈ s → x ∉ k → g p x = 0
hf : LocallyIntegrable f μ
hg : ContDiffOn 𝕜 1 (↿g) (s ×ˢ univ)
q₀ : P × G
hq₀ : q₀.1 ∈ s
g' : P × G → P × G →L[𝕜] E' := fderiv 𝕜 ↿g
A :
  ∀ p ∈ s,
    Continuous[PseudoMetricSpace.toUniformSpace.toTopologicalSpace, PseudoMetricSpace.toUniformSpace.toTopologicalSpace]
      (g p)
A' : ∀ (q : P × G), q.1 ∈ s → s ×ˢ univ ∈ 𝓝 q
g'_zero : ∀ (p : P) (x : G), p ∈ s → x ∉ k → g' (p, x) = 0
ε C : ℝ
εpos : 0 < ε
h₀ε : ball q₀.1 ε ⊆ s
hε : ∀ (p : P) (x : G), ‖p - q₀.1‖ < ε → ‖g' (p, x)‖ ≤ C
I1 : ∀ᶠ (x : P × G) in 𝓝 q₀, AEStronglyMeasurable (fun a ↦ (L (f a)) (g x.1 (x.2 - a))) μ
I2 : Integrable (fun a ↦ (L (f a)) (g q₀.1 (q₀.2 - a))) μ
I3 : AEStronglyMeasurable (fun a ↦ L (f a) ∘SL g' (q₀.1, q₀.2 - a)) μ
⊢ HasFDerivAt (fun q ↦ (f ⋆[L, μ] g q.1) q.2) ((f ⋆[precompR (P × G) L, μ] fun x ↦ fderiv 𝕜 ↿g (q₀.1, x)) q₀.2) q₀