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DefinitionDefinition: Literature-sourcedProof: Not applicableSession-authored (Fable 5 assisted)judge pass (deepseek-v4-pro + gpt-5.6-terra)audited 2026-08-21
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The Henstock–Kurzweil integral on a compact interval

Definition

Let ab and f:[a,b]R. The function f is Henstock–Kurzweil integrable on [a,b] with value IR when, for every ε>0, there is a gauge δ on [a,b] such that

S(f,P)I<ε

for every δ-fine tagged partition P. Thus, for every ε>0 one gauge controls every fine tagged Riemann sum. Cousin's lemma ensures that the quantified class of fine partitions is nonempty.

For every ε>0 one gauge controls every fine tagged Riemann sum.

The value, once uniqueness is proved, is written abf. On a degenerate interval, the Henstock–Kurzweil integral is 0.

Depends on

Used by

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