If riemann integral has interpretation as the area under function, then what the interpretation of henstock integral? I always think bout it but don't get it
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The Henstock integral is also interpreted as "area under a function". The difference is that certain functions that are not Riemann integrable are Henstock integrable. For example, the characteristic function of the rationals on $[0,1]$.
GEdgar
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https://en.wikipedia.org/wiki/Henstock–Kurzweil_integralfor Henstock integral. – GEdgar Nov 11 '15 at 16:56