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Integration has a long history: its roots can be traced as far back as the ancient Greeks. The first genuinely rigorous definition of an integral was that given by Riemann, and further (more general, and so more useful) definitions have since been given by Lebesgue, Denjoy, Perron, Kurzweil and Henstock, and this culminated in the work of McShane. This textbook provides an introduction to this theory, and it presents a unified yet elementary approach that is suitable for beginning graduate and final year undergraduate students.