The measurability of \(\delta\) in Henstock integration (Q1106345)

\textit{P. S. Bullen} [Real Anal. Exch. 12(1986-87), 393 (1987), Queries] posed the question as the title states. This question has already been considered though implicitly in other papers. We use an idea in \textit{P. Y. Lee} and \textit{T. S. Chew} [Bull. Lond. Math. Soc. 19, 60-62 (1987; Zbl 0608.26007)] together with a technique in \textit{P. Y. Lee} and \textit{N.-I. Wittaya} [Bull. Malays. Math. Soc., II. Ser. 5, 43-47 (1982; Zbl 0501.26006); Corrigendum, ibid. 9, 69-70 (1986; Zbl 0622.26008)] to prove the result in the affirmative.