Park, Ryu, and Lee recently introduced a Henstock-type integral, which lies between the Mcshane and the Henstock integrals. This paper proves the closure property of this new integral under Cauchy extension, and presents a characterization on absolute Mα-integrability
Garces, I. J. L., & Racca, A. P. (2015). Cauchy Extension of Mα-Integral and Absolute Mα-Integrability. International Journal of Mathematical Analysis, 9(27), 1323-1329.