Well, I have proven the following things:
$(a)$ Let $s$ be a step function with parittion $P$ and constants $s_i$. Set $\int_a^b s=\sum_{i=1}^n s_i (t_i-t_{i-1})$. Then the integral doesn't depend on the partition $P$.
$(b)$ We say a function is **ruled** over $[a,b]$ if it is the uniform limit of a sequence of step functions over $[a,b]$. In this case there exists for each $\epsilon>0$ an $N$ such that for every $m,n>N$ we have $|s_m(x)-s_n(x)|<\epsilon$ for each $x$ in $[a,b]$
$(c)$ The sequence $$\int_a^b s_n$$ will be Cauchy.