The book presents its subject in a pleasing, didactically surprising, and well worth reading exposition. The proofs are, as a rule, easily understandable and the significance of the theorems that are worked through is illustrated by means of numerous examples. It can be recommended as a self-study book to every student with a basic foundation in analysis. It is also very suitable as a supplementary text for a course on integration on $\mathbf{R}$. -- Translated fromJahresbericht der Deutschen Mathematiker-Vereinigung A comprehensive, beautifully written exposition of the Henstock-Kurzweil (gauge, Riemann complete) integral ... There is an abundant supply of exercises which serve to make this book an excellent choice for a text for a course which would contain an elementary introduction to modern integration theory. -- Zentralblatt MATH