File: Mathlib/Analysis/Calculus/ParametricIntervalIntegral.lean

full_name: intervalIntegral.hasFDerivAt_integral_of_dominated_loc_of_lip
code: /-- Differentiation under integral of `x ↦ ∫ t in a..b, F x t` 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`. -/
nonrec theorem hasFDerivAt_integral_of_dominated_loc_of_lip
    {F : H → ℝ → E} {F' : ℝ → H →L[𝕜] E} {x₀ : H}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) (μ.restrict (Ι a b)))
    (hF_int : IntervalIntegrable (F x₀) μ a b)
    (hF'_meas : AEStronglyMeasurable F' (μ.restrict (Ι a b)))
    (h_lip : ∀ᵐ t ∂μ, t ∈ Ι a b →
      LipschitzOnWith (Real.nnabs <| bound t) (fun x => F x t) (ball x₀ ε))
    (bound_integrable : IntervalIntegrable bound μ a b)
    (h_diff : ∀ᵐ t ∂μ, t ∈ Ι a b → HasFDerivAt (fun x => F x t) (F' t) x₀) :
    IntervalIntegrable F' μ a b ∧
      HasFDerivAt (fun x => ∫ t in a..b, F x t ∂μ) (∫ t in a..b, F' t ∂μ) x₀ 
goal: IntervalIntegrable F' μ a b ∧ HasFDerivAt (fun x => ∫ (t : ℝ) in a..b, F x t ∂μ) (∫ (t : ℝ) in a..b, F' t ∂μ) x₀

full_name: intervalIntegral.hasFDerivAt_integral_of_dominated_of_fderiv_le
code: /-- 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`. -/
nonrec theorem hasFDerivAt_integral_of_dominated_of_fderiv_le
    {F : H → ℝ → E} {F' : H → ℝ → H →L[𝕜] E} {x₀ : H} (ε_pos : 0 < ε)
    (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) (μ.restrict (Ι a b)))
    (hF_int : IntervalIntegrable (F x₀) μ a b)
    (hF'_meas : AEStronglyMeasurable (F' x₀) (μ.restrict (Ι a b)))
    (h_bound : ∀ᵐ t ∂μ, t ∈ Ι a b → ∀ x ∈ ball x₀ ε, ‖F' x t‖ ≤ bound t)
    (bound_integrable : IntervalIntegrable bound μ a b)
    (h_diff : ∀ᵐ t ∂μ, t ∈ Ι a b → ∀ x ∈ ball x₀ ε, HasFDerivAt (fun x => F x t) (F' x t) x) :
    HasFDerivAt (fun x => ∫ t in a..b, F x t ∂μ) (∫ t in a..b, F' x₀ t ∂μ) x₀ 
goal: HasFDerivAt (fun x => ∫ (t : ℝ) in a..b, F x t ∂μ) (∫ (t : ℝ) in a..b, F' x₀ t ∂μ) x₀

full_name: intervalIntegral.hasDerivAt_integral_of_dominated_loc_of_lip
code: /-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is locally Lipschitz on a ball around `x₀` for ae `a`
(with ball radius independent of `a`) with integrable Lipschitz bound, and `F x` is
ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
nonrec theorem hasDerivAt_integral_of_dominated_loc_of_lip {F : 𝕜 → ℝ → E} {F' : ℝ → E} {x₀ : 𝕜}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) (μ.restrict (Ι a b)))
    (hF_int : IntervalIntegrable (F x₀) μ a b)
    (hF'_meas : AEStronglyMeasurable F' (μ.restrict (Ι a b)))
    (h_lipsch : ∀ᵐ t ∂μ, t ∈ Ι a b →
      LipschitzOnWith (Real.nnabs <| bound t) (fun x => F x t) (ball x₀ ε))
    (bound_integrable : IntervalIntegrable (bound : ℝ → ℝ) μ a b)
    (h_diff : ∀ᵐ t ∂μ, t ∈ Ι a b → HasDerivAt (fun x => F x t) (F' t) x₀) :
    IntervalIntegrable F' μ a b ∧
      HasDerivAt (fun x => ∫ t in a..b, F x t ∂μ) (∫ t in a..b, F' t ∂μ) x₀ 
goal: IntervalIntegrable F' μ a b ∧ HasDerivAt (fun x => ∫ (t : ℝ) in a..b, F x t ∂μ) (∫ (t : ℝ) in a..b, F' t ∂μ) x₀

full_name: intervalIntegral.hasDerivAt_integral_of_dominated_loc_of_deriv_le
code: /-- Derivative under integral of `x ↦ ∫ F x a` at a given point `x₀ : 𝕜`, `𝕜 = ℝ` or `𝕜 = ℂ`,
assuming `F x₀` is integrable, `x ↦ F x a` is differentiable on an interval around `x₀` for ae `a`
(with interval radius independent of `a`) with derivative uniformly bounded by an integrable
function, and `F x` is ae-measurable for `x` in a possibly smaller neighborhood of `x₀`. -/
nonrec theorem hasDerivAt_integral_of_dominated_loc_of_deriv_le
    {F : 𝕜 → ℝ → E} {F' : 𝕜 → ℝ → E} {x₀ : 𝕜}
    (ε_pos : 0 < ε) (hF_meas : ∀ᶠ x in 𝓝 x₀, AEStronglyMeasurable (F x) (μ.restrict (Ι a b)))
    (hF_int : IntervalIntegrable (F x₀) μ a b)
    (hF'_meas : AEStronglyMeasurable (F' x₀) (μ.restrict (Ι a b)))
    (h_bound : ∀ᵐ t ∂μ, t ∈ Ι a b → ∀ x ∈ ball x₀ ε, ‖F' x t‖ ≤ bound t)
    (bound_integrable : IntervalIntegrable bound μ a b)
    (h_diff : ∀ᵐ t ∂μ, t ∈ Ι a b → ∀ x ∈ ball x₀ ε, HasDerivAt (fun x => F x t) (F' x t) x) :
    IntervalIntegrable (F' x₀) μ a b ∧
      HasDerivAt (fun x => ∫ t in a..b, F x t ∂μ) (∫ t in a..b, F' x₀ t ∂μ) x₀ 
goal: IntervalIntegrable (F' x₀) μ a b ∧ HasDerivAt (fun x => ∫ (t : ℝ) in a..b, F x t ∂μ) (∫ (t : ℝ) in a..b, F' x₀ t ∂μ) x₀