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Henstock R. The General Theory of Integration

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Henstock R. The General Theory of Integration
Oxford: Clarendon Press, 1991. — 275 p.
Written by one of the subject's foremost experts, this is the first book on division space integration theory. It is intended to present a unified account of many classes of integrals including the Lebesgue-Bochner, Denjoy-Perron gauge, Denjoy-Hincin, Cesaro-Perron, and Marcinkiewicz-Zygmund integrals. Professor Henstock develops here the general axiomatic theory of Riemann-type integration from first principles in such a way that familiar classes of integrals (such as Lebesgue and Wiener integrals) are subsumed into the general theory in a systematic fashion. In particular, the theory seeks to place Feynman integration on a secure analytical footing. By adopting an axiomatic approach, proofs are, in general, simpler and more transparent than have previously appeared. The author also shows how one proof can prove corresponding results for a wide variety of integrals. As a result, this book will be the central reference work in this subject for many years to come.
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