Estimates of the remainder in Taylor's theorem using the   Henstock--Kurzweil integral
  When a real-valued function of one variable is approximated by its $n^{th}$ degree Taylor polynomial, the remainder is estimated using the Alexiewicz and Lebesgue $p$-norms in cases where $f^{(n)}$ or $f^{(n+1)}$ are Henstock--Kurzweil integrable. When the only assumption is that $f^{(n)}$ is Henstock--Kurzweil integrable then a modified form of the $n^{th}$ degree Taylor polynomial is used. When the only assumption is that $f^{(n)}\in C^0$ then the remainder is estimated by applying the Alexiewicz norm to Schwartz distributions of order 1. 
Erik Talvila