Is the concept of integral developed so much in higher analysis so that integral of every everywhere discontinuous real function of a real variable defined on the segment exists and is unique?
If not so much, how much it has been generalized?
Is the concept of integral developed so much in higher analysis so that integral of every everywhere discontinuous real function of a real variable defined on the segment exists and is unique?
If not so much, how much it has been generalized?
The Riemann integral has been generalised substantially, in different ways, and for different purposes. One extension is to the Lebesgue integral resulting in a theory with much better convergence properties. In a nutshell, the Riemann integral defines a metric structure on the space of continuous functions. Its completion is the theory of Lebesgue integration. In this sense, the extension from Riemann to Lebesgue is an instance of a general 'extension by metric completion' technique. It serves to 'fix' convergence deficiencies at the cost of introducing many more integrable functions beyond the continuous ones, some of which may be very wild. This is where considerations of the axiom of choice come in. Having said that, Lebesgue integration is intimately linked with measure theory which has its own merits beyond merely serving as a platform upon which to extend the Riemann integral. In any case, as powerful as it is, it does not achieve your goal of every function being integrable (again, with choice considerations).
Other approaches to integration that go beyond Riemann integration are reviewed nicely in "Theories of Integration" by Kurtz and Swartz. It is also worthwhile to mention an old approach to integration via the Daniel integral (wiki probably has a page on that). I would also mention the books "The theory of Lebesgue measure and integration" by Hartman and Mikusinski, "The Bochner Integral" by Mikusinski, and "An introduction to analysis" by Mikusinski and Mikusinski for their interesting portrayals of integration.
No: there are (assuming the Axiom of Choice) non-measurable functions for which there is no reasonable definition of an integral.
Look up Lebesgue integration, and maybe Henstock-Kurzweil integral.