It is shown that a Banach-valued Henstock-Kurzweil integrable function on an $m$-dimensional compact interval is McShane integrable on a portion of the interval. As a consequence, there exist a non-Perron integrable function $f{[0,1]}^2⟶ℝ$ and a continuous function $F{[0,1]}^2⟶ℝ$ such that $$\left(\P \right){\int }_0^x\left\{\left(\P \right){\int }_0^{y}f(u,v)\mathrm{d}v\right\}\mathrm{d}u=\left(\P \right){\int }_0^y\left\{\left(\P \right){\int }_0^{x}f(u,v)\mathrm{d}u\right\}\mathrm{d}v=F(x,y)$$ for all $(x,y)\in {[0,1]}^2$.

In the present paper, we investigate the existence of solutions to boundary value problems for the one-dimensional Schrödinger equation $-y^{\text{'}\text{'}}+qy=f$, where $q$ and $f$ are Henstock-Kurzweil integrable functions on $[a,b]$. Results presented in this article are generalizations of the classical results for the Lebesgue integral.

Applying a simple integration by parts formula for the Henstock-Kurzweil integral, we obtain a simple proof of the Riesz representation theorem for the space of Henstock-Kurzweil integrable functions. Consequently, we give sufficient conditions for the existence and equality of two iterated Henstock-Kurzweil integrals.