Henstock–Kurzweil integral

In mathematics, the Henstock–Kurzweil integral or generalized Riemann integral or gauge integral – also known as the (narrow) Denjoy integral (pronounced [dɑ̃ʒwa]), Luzin integral or Perron integral, but not to be confused with the more general wide Denjoy integral – is one of a number of inequivalent definitions of the integral of a function. It is a generalization of the Riemann integral, and in some situations is more general than the Lebesgue integral.

Source: Wikipedia — Henstock–Kurzweil integral (CC BY-SA 4.0)