Integration theory for Banach-valued functions I am actually studying integration theory for vector-valued functions in a general Banach space, defining the integral with Riemann's sums.
Everything seems to work exactly as in the finite dimensional case: 
Let X be a Banach space, $f,g \colon I = [a,b] \to X$, $\alpha$, $\beta \in \mathbb{R}$ then:
$\int_I \alpha f + \beta g = \alpha \int_i f + \beta \int_i g$, $\|\int_I f\| \le \int_I \|f\|$, etc...
The fundamental theorem of calculus holds.
If $f_n$ are continuous and uniformly convergent to $f$ it is also true that $\lim_n \int_I f_n = \int_I f$.
My question is: is there any property that hold only in the finite dimensional case? Is it possible to generalize the construction of the integral as Lebesgue did? If so, does it make sense?
Thank you for your help and suggestions

An important fact about the Bochner integral is that the Radon–Nikodym theorem fails to hold in general.
https://en.wikipedia.org/wiki/Bochner_integral
