Definition of integral and complete space.

Question

Is Lebesgue's integral the only definition of integral for which the $L^1$ space is a complete vector space (for a natural norm on it)?

I'm mostly interested on integrals of functions $f:\Bbb R^n \to \Bbb R$, and where the integral is an explicit operator (it must have a "practical utility", and we should be able to compute some integrals with it)

An integral $I$ must verify :

• $I(\lambda f+g) = \lambda I(f)+I(g)$ (linear)
• $I(f)\leq I(g)$ if $f \leq g$
• $I(f) = \int_{\Bbb R^n} f(x) dx$ for every continuous function (and $\int$ is the Riemann integral)

Thanks