The purpose of this thesis is to restate the definition of the integral as given by O. Perron, to establish some of the fundamental properties of the Perron integral, and to prove the equivalence between the Perron and Lebesgue integrals in the bounded case.

Since the introduction of the Riemann integral in the middle of the nineteenth century, integration theory has been subject to significant breakthroughs on a relatively frequent basis. We have now reached a point where integration theory has been thoroughly researched to a point where one has to delve quite deep into a particular subject in order to encounter open conjectures. In education the Riemann integral has for quite some time been the standard integral in elementary analysis courses and as the complexity of these courses incrementally increase the more general Lebesgue integral eventually becomes the standard integral.  Unfortunately, in the transition from the Riemann integral to the Lebesgue integral there are certain topics of pure theoretical interest which to a certain extent are neglected. This is particularly the case for topics regarding the inverse relationship between differential and integral calculus and the integration of exceedingly complicated functions which for example might be of a highly oscillatory nature. From an applied mathematician's point of view, the partial neglection of these topics in the case of highly problematic functions might be justified in the sense that this theory is unnecessary for modeling most problems that appear in nature. From a theoretician's point of view however this negligence is unacceptable. Consequently, there are alternative integrals which give rise to theories which one can use in an attempt to study these aforementioned topics. An example of such an integral is the Henstock–Kurzweil integral, which can be developed in a rather similar manner to that of the Riemann integral.  In this thesis we will develop the Henstock–Kurzweil integral in order to answer some of the questions which to a certain extent are beyond the scope of the Lebesgue integral while using rather basic proof techniques from complex analysis and measure theory. In addition to that we extended various properties of the Lebesgue integral to the Henstock–Kurzweil integral, in particular when it comes to Lebesgue's fundamental theorem of calculus and the basic convergence theorems of the Lebesgue integral.

Neste trabalho, apresentamos novos critérios para a existência de soluções oscilatórias e não oscilatórias de equações diferenciais funcionais em medida com impulsos, separando-as em duas classes: equações diferenciais funcionais retardadas e equações diferenciais funcionais com argumento avançado. Tratamos das formas integrais destas equações diferenciais usando as integrais de Perron e Perron-Stieltjes. Assim, as funções envolvidas podem ter muitas descontinuidades e/ou podem ser de variação ilimitada. / In this work, we present new criteria for the existence of oscillatory and nonoscillatory solutions of measure functional differential equations with impulses, separating them into two classes: delay differential equations and functional differential equations with advanced argument. We deal with the integral forms of the differential equations using the Perron and the Perron-Stieltjes integrals. Thus the functions involved can have many discontinuities and/or they can be of unbounded variation.

Neste trabalho, apresentamos novos critérios para a existência de soluções oscilatórias e não oscilatórias de equações diferenciais funcionais em medida com impulsos, separando-as em duas classes: equações diferenciais funcionais retardadas e equações diferenciais funcionais com argumento avançado. Tratamos das formas integrais destas equações diferenciais usando as integrais de Perron e Perron-Stieltjes. Assim, as funções envolvidas podem ter muitas descontinuidades e/ou podem ser de variação ilimitada. / In this work, we present new criteria for the existence of oscillatory and nonoscillatory solutions of measure functional differential equations with impulses, separating them into two classes: delay differential equations and functional differential equations with advanced argument. We deal with the integral forms of the differential equations using the Perron and the Perron-Stieltjes integrals. Thus the functions involved can have many discontinuities and/or they can be of unbounded variation.