\bibitem[Ba1]&Robert G.~Bartle.& A Modern Theory of Integration,&
Graduate Studies in Mathematics (American Mathematical Society,
Providence, RI), vol.\ 32 (2001) [suitable for advanced undergraduates]&

\bibitem[Ba2]&Robert G.~Bartle.& Return to the Riemann integral,& 
American Mathematical Monthly {\bf 103} (1996) 625-632 [brief and easy to 
read]&

\bibitem[BS]&Robert G.~Bartle and Donald R.~Sherbert.& Introduction to Real 
Analysis,& Third Edition, John Wiley \& Sons (2000) [suitable for advanced 
undergraduates]&

\bibitem[Br]&Jean-Yves Briend.& Int\'egration I, Licence de Math\'ematiques,&
(page web)\\ http://www.cmi.univ-mrs.fr/$\;\tilde{}\;$briend/cours/cours.php&

\bibitem[Ch]&Eric Charpentier.& L'int\'egrale de Riemann compl\`ete,&
(page web)\\ http://www.math.u-bordeaux.fr/$\;\tilde{}\;$echarpen/&

\bibitem[Dj1]&Arnaud Denjoy.& Une extension de l'int\'egrale de M.~Lebesgue,&
Comptes Rendus Acad.\ Sci.\ Paris, {\bf 154} (1912) 859--862&

\bibitem[Dj2]&Arnaud Denjoy.& Sur les fonctions d\'eriv\'ees sommables,&
Bulletin Soc.\ Math.\ France {\bf 43} (1915) 161--248&

\bibitem[DS]&John DePree and Charles Swartz.& Introduction to Real Analysis,&
John Wiley \& Sons, New York (1988) 
[advanced undergraduate students, very readable]&

\bibitem[Go1]&Russell Gordon.& Integrals of Lebesgue, Denjoy, Perron, and 
Henstock,& Amer.\ Math.\ Soc.\ (1994) 
[comprehensive introduction to the subject]&

\bibitem[Go2]&Russell Gordon.& Historical overview of Riemann and Henstock 
integrals,& Real Analysis Exchange {\bf 22} (1) (1996/7) 23--33&

\bibitem[Go3]&Russell Gordon.& The use of tagged partitions in elementary real
analysis,& Amer.\ Math.\ Monthly {\bf 105} (1998) 107-117&

\bibitem[He]&Ralph Henstock.& The efficiency of convergence factors for
functions of a continuous real variable,& J.\ London Math.\ Soc., {\bf 30}
(1955) 273--286&

\bibitem[Ku1]&Jaroslaw Kurzweil.& Generalized ordinary differential 
equations and
continuous dependance on a parameter,& Czech.\ Math.\ J.\ {\bf 7} (1957)
418--446&

\bibitem[Ku2]&Jaroslav Kurzweil.& Henstock-Kurzweil integration: its relation 
to topological vector spaces,& World Scientific Publ.\ Co.\ (2000) 
[for advanced specialists in integration theory]&

\bibitem[LL]&Jitan Lu and Peng-Yee Lee.& On singularity of Henstock integrable
functions,& Real Analysis Exchange {\bf 25} (1999), 795--798&

\bibitem[Ma]&Jean Mawhin.& Analyse. Fondements, Techniques, \'Evolutions,& De
Broeck Universit\'e, Bruxelles, deuxi\`eme \'edition, 1997
(premi\`ere \'edition 1992)& 

\bibitem[ML]&Robert M.~McLeod.& The Generalized Riemann Integral,&
Carus Monograph (Mathematical Association of America, Washington, DC),
vol.\ 20 (1980) [niveau introductif]&

\bibitem[Mu]&Pat Muldowney.& A general theory of integration in function 
spaces, including Wiener and Feynman integration,& 
Pitman Research Notes in Math.\ Series, John Wiley \& Sons, New York (1987)&

\bibitem[Pe]&Oskar Perron.& \"Uber den integralbegriff,& Sitzber.\ 
Heidelberg Akad.\ Wiss., Math.-Naturw.\ Klasse Abt.\ A, {\bf 16} (1914) 1--16&

\bibitem[RW]&Ouvrage collectif,& Math\'ematiques - Tout-en-un pour la
Licence - Niveau L2, Cours et exercices corrig\'es,& Collection
dirig\'ee par Jean-Pierre Ramis et Andr\'e Warusfel, Dunod, 2007&

\bibitem[Sc]&Eric Schechter.& An Introduction to the gauge integral 
$($also known as the generalized Riemann integral, the Henstock integral,
the Kurzweil integral, the Henstock-Kurzweil integral,
the HK-integral, the Denjoy-Perron integral, etc.$)$,&
(web page)\\
http://www.math.vanderbilt.edu/$\;\tilde{}\;$schectex/ccc/gauge/&

\bibitem[Sw]&Charles Swartz.& Introduction to Gauge Integrals,& 
World Scientific Publ.\ Co., (2001) [suitable for advanced undergraduates]&

\bibitem[Ye]&Lee Peng Yee.& Lanzhou Lectures on Henstock Integration,&
World Scientific Publ.\ Co., Series in Real Analysis {\bf 2} (1989)
[exposition of research-level material]&

\bibitem[YV]&Lee Peng Yee and Rudolf V\'yborn\'y.& The Integral. An Easy
Approach after Kurzweil and Henstock,& Cambridge University Press,
Cambridge, United Kingdom (2000)
[a combined textbook/research monograph, suitable for advanced 
undergraduates]&

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