In this paper, we define the $M_\alpha $-integral of real-valued functions defined on an interval $[a,b]$ and investigate important properties of the $M_{\alpha }$-integral. In particular, we show that a function $f\colon [a,b]\rightarrow R$ is $M_{\alpha }$-integrable on $[a,b]$ if and only if there exists an $ACG_{\alpha }$ function $F$ such that $F'=f$ almost everywhere on $[a,b]$. It can be seen easily that every McShane integrable function on $[a,b]$ is $M_{\alpha }$-integrable and every $M_{\alpha }$-integrable function on $[a,b]$ is Henstock integrable. In addition, we show that the $M_{\alpha }$-integral is equivalent to the $C$-integral.
In this paper we define the ap-Denjoy integral and show that the ap-Denjoy integral is equivalent to the ap-Henstock integral and the integrals are equal.
In this paper we study the Denjoy-Riemann and Denjoy-McShane integrals of functions mapping an interval $\left[ a,b\right] $ into a Banach space $X.$ It is shown that a Denjoy-Bochner integrable function on $ \left[ a,b\right] $ is Denjoy-Riemann integrable on $\left[ a,b\right] $, that a Denjoy-Riemann integrable function on $\left[ a,b\right] $ is Denjoy-McShane integrable on $\left[ a,b\right] $ and that a Denjoy-McShane integrable function on $\left[ a,b\right] $ is Denjoy-Pettis integrable on $\left[ a,b\right].$ In addition, it is shown that for spaces that do not contain a copy of $c_{0}$, a measurable Denjoy-McShane integrable function on $\left[ a,b\right] $ is McShane integrable on some subinterval of $\left[ a,b\right].$ Some examples of functions that are integrable in one sense but not another are included.
In this paper, we study the s-Perron, sap-Perron and ap-McShane integrals. In particular, we show that the s-Perron integral is equivalent to the McShane integral and that the sap-Perron integral is equivalent to the ap-McShane integral.