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For questions about the surreal numbers, which are a real-closed ordered proper-class-sized field that contains both the real numbers and the ordinal numbers. Thus they contain both infinite numbers (including the ordinals, but also infinite numbers like ω-1 and sqrt(ω)) and infinitesimal numbers (like 1/ω). They can also be identified with a subclass of two-player partisan games.
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Integration in the surreal numbers
In the appendix to ONAG (2nd edition), Conway points that the definition of integration (using Riemann sums as left and right options) gives the "wrong" answer : $\int_0^\omega \exp(t)\thinspace dt=\e …