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An account of the integration theory is given using the fact that to every vector measure is associated a semi-variation (i.e., a Riesz seminorm on a vector sublattice of \(R^T\) with a convenient \(\sigma \)-subadditivity) and that integrable functions can be defined using only this semivariation. The integral of real valued functions with respect to a semivariation is defined (in Chapter I) following the M. Wilhelm method (see references \(\left[ W1\right] \) and \(\left[ W2\right] \) in this book). The integrability with respect to a semi-variation on a measurable space is studied in Chapter II, where the real valued measures are defined, obtaining the classic results. Image measures and product measures are introduced (Chapter III) proving also the Fubini theorem, the Radon-Nikodým theorem and the Lebesgue decomposition theorem. The duals of \(L^1\) and \(L^{\infty}\), the characterizations of the weak compactness in \(l^{1}\), \(l_{E}^{1}\) (with E a Banach space), \(L^1(\mu)\) and the spaces of real valued measures, are studied in Chapter IV. Banach-valued measures are studied as a particular case of weak multi-measures whose values are \(\sigma (E,F)\)-compact convex subsets of the vector space \(E\). Many basic topics in vector and integration theories are studied. Between them, let us point out the integration of real functions with respect to vector multi-measures (defined by scalarization), the Bochner and Pettis integrals, and the space of \(\text{BV}(\mu,E)\) of the \(\mu\)-continuous \(E\)-valued measures of bounded variation. The Bourbaki integral on compact sets is presented in Chapter IX (using semi-variations). The classic Riesz theorem and the characterization of the relatively weakly compact subsets of the space of Radon measures are also proved. Banach-valued \ Radon measures are also considered in Chapter XIV. Chapter XI is dedicated to study several important operators in Banach spaces (nuclear operators, absolutely summing operators and integral operators). Theorem XI,37 states several necessary and sufficient conditions for a Banach space to have the metric approximation property. The Radon-Nikodým theorem (for vector measures), the Dunford-Pettis and the Radon-Nikodým properties and the dual of \(L_{E}^{\infty }\) are also studied. Some other classic topics, such as the Liapunov convexity theorem (for \(R^n\)-valued measures), the Nikodým theorem and the Vitali-Hahn-Saks theorem (both for real valued measures) are also proved. This book is intended (as the author says) to Master students and beginning researchers. A background in Topology and Functional Analysis is required. Comments and complements on this book can be found in the following location: \url{http://www.math.jussieu.fr/}.