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Is there any usage of studying the Henstock-Kurzweil integral as such ?

It doesn't seem to be as popular a method of integration as the Lebesgue integral or even the Riemann-Stieltjes Integral,although all functions that are Riemann and Lebesgue integrable are also Henstock-Kurzweil integrable.

Thanks !

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The path integral approach needs a notion of integration not relying on absolute integrability as is the Lebesgue integral. See Feynman's Path Integral and Henstock's Non-Absolute Integration with an original quote by Feynman himself.

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