theorem extracted_formal_statement_3.{u_1} {Ω : Type u_1} {m : MeasurableSpace Ω} {μ : Measure Ω}
  [inst : IsFiniteMeasure μ] (t a b : ℝ) {X : Ω → ℝ} (hX : AEMeasurable X μ) (h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b) :
  let e := fun t ω => rexp (t * X ω);
  let e' := fun t ω => rexp (t * X ω) * X ω;
  Integrable (e' t) μ ∧ HasDerivAt (fun t => ∫ (x : Ω), e t x ∂μ) (∫ (x : Ω), e' t x ∂μ) t →
    ∀ᵐ (a : Ω) ∂μ, ∀ x ∈ Metric.ball t (|t| + 1), HasDerivAt (fun x => e x a) (e' x a) x := sorry

State before:
Ω : Type u_1
m : MeasurableSpace Ω
μ : Measure Ω
inst✝ : IsFiniteMeasure μ
t a b : ℝ
X : Ω → ℝ
hX : AEMeasurable X μ
h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
c : ℝ := ‖a‖ ⊔ ‖b‖
e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
⊢ Integrable (e' t) μ ∧ HasDerivAt (fun t => ∫ (x : Ω), e t x ∂μ) (∫ (x : Ω), e' t x ∂μ) t

Tactic: apply hasDerivAt_integral_of_dominated_loc_of_deriv_le
    · exact LE.le.trans_lt (abs_nonneg t) (lt_add_one |t|)
    ·
  exact
    Filter.Eventually.of_forall (by intro t'; apply aemeasurable_expt _ hX : ∀ (x : ℝ), AEStronglyMeasurable (e x) μ)

State after:
[case hF_int
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ Integrable (e t) μ,
 case hF'_meas
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ AEStronglyMeasurable (e' t) μ,
 case h_bound
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ ∀ᵐ (a : Ω) ∂μ, ∀ x ∈ Metric.ball t (|t| + 1), ‖e' x a‖ ≤ ?bound a,
 case bound_integrable
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ Integrable ?bound μ,
 case h_diff
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ ∀ᵐ (a : Ω) ∂μ, ∀ x ∈ Metric.ball t (|t| + 1), HasDerivAt (fun x => e x a) (e' x a) x,
 case bound
 Ω : Type u_1
 m : MeasurableSpace Ω
 μ : Measure Ω
 inst✝ : IsFiniteMeasure μ
 t a b : ℝ
 X : Ω → ℝ
 hX : AEMeasurable X μ
 h : ∀ᵐ (ω : Ω) ∂μ, X ω ∈ Set.Icc a b
 c : ℝ := ‖a‖ ⊔ ‖b‖
 e : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω)
 e' : ℝ → Ω → ℝ := fun t ω => rexp (t * X ω) * X ω
 ⊢ Ω → ℝ]

Relevant lemmas:
abs_nonneg : ∀ {α : Type u_1} [inst : Lattice α] [inst_1 : AddGroup α] [inst_2 : AddLeftMono α]
  [inst_3 : AddRightMono α] (a : α), 0 ≤ |a|
lt_add_one : ∀ {α : Type u_1} [inst : One α] [inst_1 : AddZeroClass α] [inst_2 : PartialOrder α]
  [inst_3 : ZeroLEOneClass α] [inst_4 : NeZero 1] [inst_5 : AddLeftStrictMono α] (a : α), a < a + 1
LE.le.trans_lt : ∀ {α : Type u_1} [inst : Preorder α] {a b c : α}, a ≤ b → b < c → a < c
hasDerivAt_integral_of_dominated_loc_of_deriv_le : ∀ {α : Type u_1} [inst : MeasurableSpace α] {μ : Measure α}
  {𝕜 : Type u_2} [inst_1 : RCLike 𝕜] {E : Type u_3} [inst_2 : NormedAddCommGroup E] [inst_3 : NormedSpace ℝ E]
  [inst_4 : NormedSpace 𝕜 E] {bound : α → ℝ} {ε : ℝ} {F : 𝕜 → α → E} {x₀ : 𝕜},
  0 < ε →
    (∀ᶠ (x : 𝕜) in nhds x₀, AEStronglyMeasurable (F x) μ) →
      Integrable (F x₀) μ →
        ∀ {F' : 𝕜 → α → E},
          AEStronglyMeasurable (F' x₀) μ →
            (∀ᵐ (a : α) ∂μ, ∀ x ∈ Metric.ball x₀ ε, ‖F' x a‖ ≤ bound a) →
              Integrable bound μ →
                (∀ᵐ (a : α) ∂μ, ∀ x ∈ Metric.ball x₀ ε, HasDerivAt (fun x => F x a) (F' x a) x) →
                  Integrable (F' x₀) μ ∧ HasDerivAt (fun n => ∫ (a : α), F n a ∂μ) (∫ (a : α), F' x₀ a ∂μ) x₀
Filter.Eventually.of_forall : ∀ {α : Type u} {p : α → Prop} {f : Filter α}, (∀ (x : α), p x) → ∀ᶠ (x : α) in f, p x