The Henstock-Kurzweil integral, which is also known as the generalized Riemann integral, arose from a slight modification of the classical Riemann integral more than 50 years ago. This relatively new integral is known to be equivalent to the classical Perron integral; in particular, it includes the powerful Lebesgue integral. This book presents an introduction of the multiple Henstock-Kurzweil integral. Along with the classical results, this book contains some recent developments connected with measures, multiple integration by parts, and multiple Fourier series. The book can be understood with a prerequisite of advanced calculus.

This beginners' course provides students with a general and sufficiently easy to grasp theory of the Kurzweil-Henstock integral. The integral is indeed more general than Lebesgue's in RN, but its construction is rather simple, since it makes use of Riemann sums which, being geometrically viewable, are more easy to be understood. The theory is developed also for functions of several variables, and for differential forms, as well, finally leading to the celebrated Stokes–Cartan formula. In the appendices, differential calculus in RN is reviewed, with the theory of differentiable manifolds. Also, the Banach–Tarski paradox is presented here, with a complete proof, a rather peculiar argument for this type of monographs.

"the results of the book are very interesting and profound and can be read successfully without preliminary knowledge. It is written with a great didactical mastery, clearly and precisely It can be recommended not only for specialists on integration theory, but also for a large scale of readers, mainly for postgraduate students".Mathematics Abstracts

The main topics of this book are convergence and topologization. Integration on a compact interval on the real line is treated with Riemannian sums for various integration bases. General results are specified to a spectrum of integrations, including Lebesgue integration, the Denjoy integration in the restricted sense, the integrations introduced by Pfeffer and by Bongiorno, and many others. Morever, some relations between integration and differentiation are made clear.The book is self-contained. It is of interest to specialists in the field of real functions, and it can also be read by students, since only the basics of mathematical analysis and vector spaces are required.

This book presents a historical development of the integration theories of Riemann, Lebesgue, Henstock-Kurzweil, and McShane, showing how new theories of integration were developed to solve problems that earlier theories could not handle. It develops the basic properties of each integral in detail and provides comparisons of the different integrals. The chapters covering each integral are essentially independent and can be used separately in teaching a portion of an introductory course on real analysis. There is a sufficient supply of exercises to make the book useful as a textbook.

Textbook on the theory of integration. Suitable for beginning graduate and final year undergraduate students.

This book presents the Henstock/Kurzweil integral and the McShane integral. These two integrals are obtained by changing slightly the definition of the Riemann integral. These variations lead to integrals which are much more powerful than the Riemann integral. The Henstock/Kurzweil integral is an unconditional integral for which the fundamental theorem of calculus holds in full generality, while the McShane integral is equivalent to the Lebesgue integral in Euclidean spaces.A basic knowledge of introductory real analysis is required of the reader, who should be familiar with the fundamental properties of the real numbers, convergence, series, differentiation, continuity, etc.