The two main results of this paper are the following: (a) If X is a Ba
nach space and f : [a, b] --> X is a function such that xf is Denjoy
integrable for all x is an element of X*, then f is Denjoy-Dunford in
tegrable, and (b) There exists a Dunford integrable function f : [a, b
] --> c(0) which is not Pettis integrable on any subinterval in [a, b]
, while integral(J)f belongs to co for every subinterval J in [a, b].
These results provide answers to two open problems left by R. A. Gordo
n in [4]. Some other questions in connection with Denjoy-Dunford and D
enjoy-Pettis integrals are studied.