how to replace anonymous with lambda in java

Generally, something like that:

methodUsingYourClass(new YourClass() {
    public void uniqueMethod(Type1 parameter1, Type2 parameter2) {
        // body of function
    }
});

is replaced with

methodUsingYourClass((Type1 parameter1, Type2 parameter2) -> {
    // body of function
});

---

For your specific code:

soundVolume.valueProperty().addListener(
       (ObservableValue<? extends Number> ov,
                 Number old_val, Number new_val) -> {
    main.setSoundVolume(new_val.doubleValue());
    main.getMediaPlayer().setVolume(main.getSoundVolume());
});

---

Note the replacement of an anonymous class with lambda is possible only if the anonymous class has one method. If the anonymous class has more methods the substitution is not possible.

From oracle documentation:

The previous section, Anonymous Classes, shows you how to implement a base class without giving it a name. Although this is often more concise than a named class, for classes with only one method, even an anonymous class seems a bit excessive and cumbersome. Lambda expressions let you express instances of single-method classes more compactly.

Why not let IntelliJ show you? Place your cursor on the declaration and press Alt + Enter (or Option + Enter if on a Mac) to bring up the intentions popup. Choose "Replace with lambda" and watch the transformed code...

for code clarity, you can also declare a variable with lambda and pass that variable to addListener method. for example

soundVolume.valueProperty().addListener(listener);

ChangeListener<Number> listener = (observable, oldValue, newValue) -> { ... };