Dunford-Henstock-Kurzweil and Dunford-McShane Integrals of Vector-Valued Functions Defined on m-Dimensional Bounded Sets

In this paper, we define the Dunford-Henstock-Kurzweil and the Dunford-McShane integrals of Banach space-valued functions defined on a bounded Lebesgue measurable subset of m-dimensional Euclidean space Rm. We will show that the new integrals are "natural" extensions of the McShane and the Henstock-Kurzweil integrals from m-dimensional closed non-degenerate intervals to m-dimensional bounded Lebesgue measurable sets. As applications, we will present full descriptive characterizations of the McShane and Henstock-Kurzweil integrals in terms of our integrals. Moreover, a relationship between new integrals will be proved in terms of the Dunford integral.