On the Strong McShane Integral of Functions with Values in a Banach Space

The classical Bochner integral is compared with the McShane concept of integration based on Riemann type integral sums. It turns out that the Bochner integrable functions form a proper subclass of the set of functions which are McShane integrable provided the Banach space to which the values of functions belong is infinite-dimensional. The Bochner integrable functions are characterized by using gauge techniques. The situation is different in the case of finite-dimensional valued vector functions.