Published online by Cambridge University Press: 20 November 2018
This is primarily an expository paper based on (and generalizing) some ideas of J. Pierpont [6], W.H. Young [8], R. L. Jeffery [4] and S. C. Fan [2]. Our aim is to give a simple and easily applicable theory of integration for arbitrary extended - real functions over arbitrary sets in a measure space. This will be achieved by using a generalized version of Pierpont1 s upper and lower integrals (with the upper integral playing the main role), and by appropriately defining the operations in the extended real number system, henceforth denoted by E*, so as to make it a commutative semigroup under addition and multiplication.