On Henstock integrability in Euclidean spaces (Q1374604)

The following \(m\)-dimensional characterization of Kurzweil-Henstock integrability of a function is presented. A function \(f\) is Henstock integrable on an \(m\)-dimensional interval \(E\) in \(\mathbb{R}^m\) if and only if there is a sequence \(X_k\) of closed subsets of \(E\) with \(X_k\uparrow E\) such that \(f\) is Lebesgue integrable over all \(X_k\) and for every \(\varepsilon>0\) there is an integer \(N\) such that for \(k\geq N\) there is a \(\delta_k:E\to(0,\infty)\) such that for every \(\delta_k\)-fine division \(D={(I,\xi)}\) of \(E\) we have \[ \bigl|(D)\sum_{\xi\notin X_k}f(\xi)|I\cap E_1|\bigr|<\varepsilon \] for every subinterval \(E_1\) of \(E\).