Let $\mathcal B_c$ denote the real-valued functions continuous on the extended real line and vanishing at $-\infty $. Let $\mathcal B_r$ denote the functions that are left continuous, have a right limit at each point and vanish at $-\infty $. Define $\mathcal A^n_c$ to be the space of tempered distributions that are the $n$th distributional derivative of a unique function in $\mathcal B_c$. Similarly with $\mathcal A^n_r$ from $\mathcal B_r$. A type of integral is defined on distributions in $\mathcal A^n_c$ and $\mathcal A^n_r$. The multipliers are iterated integrals of functions of bounded variation. For each $n\in \mathbb N$, the spaces $\mathcal A^n_c$ and $\mathcal A^n_r$ are Banach spaces, Banach lattices and Banach algebras isometrically isomorphic to $\mathcal B_c$ and $\mathcal B_r$, respectively. Under the ordering in this lattice, if a distribution is integrable then its absolute value is integrable. The dual space is isometrically isomorphic to the functions of bounded variation. The space $\mathcal A_c^1$ is the completion of the $L^1$ functions in the Alexiewicz norm. The space $\mathcal A_r^1$ contains all finite signed Borel measures. Many of the usual properties of integrals hold: Hölder inequality, second mean value theorem, continuity in norm, linear change of variables, a convergence theorem.
In the paper, we show that the space of functions of bounded variation and the space of regulated functions are, in some sense, the dual space of each other, involving the Henstock-Kurzweil-Stieltjes integral.