Simple Properties and Existence Theorem for the Henstock-Kurzweil-Stieltjes Integral of Functions Taking Values on C[a,b] Space-valued Functions

Abstract

Henstock--Kurzweil integral, a nonabsolute integral, is a natural extension of the Riemann integral that was studied independently by Ralph Henstock and Jaroslav Kurzweil. This paper will introduce the Henstock--Kurzweil--Stieltjes integral of $\mathcal{C}[a,b]$-valued functions defined on a closed interval $[f,g]\subseteq \mathcal{C}[a,b]$, where $\mathcal{C}[a,b]$ is the space of all continuous real-valued functions defined on $[a,b]\subseteq \mathbb{R}$. Some simple properties of this integral will be formulated including the Cauchy criterion and an existence theorem will be provided.