This lecture introduces the concept of generalized integrals, focusing on their definition and applications in advanced analysis. The instructor, Fabio Nobile, provides insights into real functions of several real variables, limits, continuity, differentiability, extrema of functions with several variables, differential equations, and multiple integrals. The lecture covers the process of defining the integral over extended intervals and explores the techniques to compute these integrals. Various exercises and examples are presented to illustrate the theoretical concepts discussed.