The McShane and the Pettis integral of Banach space-valued functions defined on ${\Bbb R}\sp m$

In this paper, we define and study the McShane integral of functions mapping a compact interval $I_0$ in $R^m$ into a Banach space $X$. We compare this integral with the Pettis integral and prove, in particular, that the two integrals are equivalent if $X$ is reflexive and the unit ball of the dual $X^*$ satisfies an additional condition (P). This gives additional information on an implicitly stated open problem of R.A. Gordon and on the work of D.H. Fremlin and J. Mendoza.