Module: Mathlib.MeasureTheory.Integral.DominatedConvergence

Goal state before:
pp: E : Type u_1
X : Type u_2
inst✝³ : NormedAddCommGroup E
inst✝² : NormedSpace ℝ E
inst✝¹ : TopologicalSpace X
μ : Measure ℝ
inst✝ : FirstCountableTopology X
F : X → ℝ → E
bound : ℝ → ℝ
a b a₀ b₀ : ℝ
x₀ : X
hF_meas : ∀ (x : X), AEStronglyMeasurable (F x) (μ.restrict (Ι a b))
h_bound : ∀ᶠ (x : X) in 𝓝 x₀, ∀ᵐ (t : ℝ) ∂μ.restrict (Ι a b), ‖F x t‖ ≤ bound t
bound_integrable : IntervalIntegrable bound μ a b
h_cont : ∀ᵐ (t : ℝ) ∂μ.restrict (Ι a b), ContinuousAt (fun x ↦ F x t) x₀
ha₀ : a₀ ∈ Ioo a b
hb₀ : b₀ ∈ Ioo a b
hμb₀ : μ {b₀} = 0
⊢ ContinuousAt (fun p ↦ ∫ (t : ℝ) in a₀..p.2, F p.1 t ∂μ) (x₀, b₀)

Tactic:
have hsub : ∀ {a₀ b₀}, a₀ ∈ Ioo a b → b₀ ∈ Ioo a b → Ι a₀ b₀ ⊆ Ι a b := fun ha₀ hb₀ ↦
    (ordConnected_Ioo.uIoc_subset ha₀ hb₀).trans (Ioo_subset_Ioc_self.trans Ioc_subset_uIoc)
  have Ioo_nhds : Ioo a b ∈ 𝓝 b₀ := Ioo_mem_nhds hb₀.1 hb₀.2
  have Icc_nhds : Icc a b ∈ 𝓝 b₀ := Icc_mem_nhds hb₀.1 hb₀.2
  have hx₀ : ∀ᵐ t : ℝ ∂μ.restrict (Ι a b), ‖F x₀ t‖ ≤ bound t := h_bound.self_of_nhds
  have : ∀ᶠ p : X × ℝ in 𝓝 (x₀, b₀),
      ∫ s in a₀..p.2, F p.1 s ∂μ =
        ∫ s in a₀..b₀, F p.1 s ∂μ + ∫ s in b₀..p.2, F x₀ s ∂μ +
          ∫ s in b₀..p.2, F p.1 s - F x₀ s ∂μ := by
    rw [nhds_prod_eq]
    refine (h_bound.prod_mk Ioo_nhds).mono ?_
    rintro ⟨x, t⟩ ⟨hx : ∀ᵐ t : ℝ ∂μ.restrict (Ι a b), ‖F x t‖ ≤ bound t, ht : t ∈ Ioo a b⟩
    dsimp
    have hiF : ∀ {x a₀ b₀},
        (∀ᵐ t : ℝ ∂μ.restrict (Ι a b), ‖F x t‖ ≤ bound t) → a₀ ∈ Ioo a b → b₀ ∈ Ioo a b →
          IntervalIntegrable (F x) μ a₀ b₀ := fun {x a₀ b₀} hx ha₀ hb₀ ↦
      (bound_integrable.mono_set_ae <| Eventually.of_forall <| hsub ha₀ hb₀).mono_fun'
        ((hF_meas x).mono_set <| hsub ha₀ hb₀)
        (ae_restrict_of_ae_restrict_of_subset (hsub ha₀ hb₀) hx)
    rw [intervalIntegral.integral_sub, add_assoc, add_sub_cancel,
      intervalIntegral.integral_add_adjacent_intervals]
    · exact hiF hx ha₀ hb₀
    · exact hiF hx hb₀ ht
    · exact hiF hx hb₀ ht
    · exact hiF hx₀ hb₀ ht
  rw [continuousAt_congr this]; clear this
  refine (ContinuousAt.add ?_ ?_).add ?_
  · exact (intervalIntegral.continuousAt_of_dominated_interval
        (Eventually.of_forall fun x ↦ (hF_meas x).mono_set <| hsub ha₀ hb₀)
          (h_bound.mono fun x hx ↦
            ae_imp_of_ae_restrict <| ae_restrict_of_ae_restrict_of_subset (hsub ha₀ hb₀) hx)
          (bound_integrable.mono_set_ae <| Eventually.of_forall <| hsub ha₀ hb₀) <|
          ae_imp_of_ae_restrict <| ae_restrict_of_ae_restrict_of_subset (hsub ha₀ hb₀) h_cont).fst'
  · refine (?_ : ContinuousAt (fun t ↦ ∫ s in b₀..t, F x₀ s ∂μ) b₀).snd'
    apply ContinuousWithinAt.continuousAt _ (Icc_mem_nhds hb₀.1 hb₀.2)
    apply intervalIntegral.continuousWithinAt_primitive hμb₀
    rw [min_eq_right hb₀.1.le, max_eq_right hb₀.2.le]
    exact bound_integrable.mono_fun' (hF_meas x₀) hx₀
  · suffices Tendsto (fun x : X × ℝ ↦ ∫ s in b₀..x.2, F x.1 s - F x₀ s ∂μ) (𝓝 (x₀, b₀)) (𝓝 0) by
      simpa [ContinuousAt]
    have : ∀ᶠ p : X × ℝ in 𝓝 (x₀, b₀),
        ‖∫ s in b₀..p.2, F p.1 s - F x₀ s ∂μ‖ ≤ |∫ s in b₀..p.2, 2 * bound s ∂μ| := by
      rw [nhds_prod_eq]
      refine (h_bound.prod_mk Ioo_nhds).mono ?_
      rintro ⟨x, t⟩ ⟨hx : ∀ᵐ t ∂μ.restrict (Ι a b), ‖F x t‖ ≤ bound t, ht : t ∈ Ioo a b⟩
      have H : ∀ᵐ t : ℝ ∂μ.restrict (Ι b₀ t), ‖F x t - F x₀ t‖ ≤ 2 * bound t := by
        apply (ae_restrict_of_ae_restrict_of_subset (hsub hb₀ ht) (hx.and hx₀)).mono
        rintro s ⟨hs₁, hs₂⟩
        calc
          ‖F x s - F x₀ s‖ ≤ ‖F x s‖ + ‖F x₀ s‖ := norm_sub_le _ _
          _ ≤ 2 * bound s := by linarith only [hs₁, hs₂]
      exact intervalIntegral.norm_integral_le_abs_of_norm_le H
        ((bound_integrable.mono_set' <| hsub hb₀ ht).const_mul 2)
    apply squeeze_zero_norm' this
    have : Tendsto (fun t ↦ ∫ s in b₀..t, 2 * bound s ∂μ) (𝓝 b₀) (𝓝 0) := by
      suffices ContinuousAt (fun t ↦ ∫ s in b₀..t, 2 * bound s ∂μ) b₀ by
        simpa [ContinuousAt] using this
      apply ContinuousWithinAt.continuousAt _ Icc_nhds
      apply intervalIntegral.continuousWithinAt_primitive hμb₀
      apply IntervalIntegrable.const_mul
      apply bound_integrable.mono_set'
      rw [min_eq_right hb₀.1.le, max_eq_right hb₀.2.le]
    rw [nhds_prod_eq]
    exact (continuous_abs.tendsto' _ _ abs_zero).comp (this.comp tendsto_snd)

Goal state after: