First of all, get rid of that annoying "m_" prefix. No one will steal
your variables while you look away, so no need to to mark them as "my
variables".

For the rest, here is a rough cut (untested). If I would have to code it
in real life I would first introduce a class like DateRange and provide
it with some intersection() method and a range Interator or similar.

 GregorianCalendar start = new GregorianCalender();
 start.setTime(m_startDate);
 // probably reset time fields to zero

 GregorianCalendar end = new GregorianCalendar();
 end.setTime(m_endDate);
 // probably reset time fields to zero

 GregorianCalendar targetStart =
    new GregorianCalendar(targetYear, targetMonth, 1);

 GregorianCalendar targetEnd = (GregorianCalendar) targetStart.clone();
 targetEnd.set(Calendar.DAY_OF_MONTH,
targetEnd.getActualMaximum(Calendar.DAY_OF_MONTH));

 GregorianCalendar resultStart = start;
 GregorianCalendar resultEnd   = end;

 if(targetStart.after(start) {
    resultStart = targetStart;
 }
 if(targetEnd.before(end)) {
    resultEnd   = targetEnd;
 }

 while(resultEnd.after(resultStart)) {
   System.out.println(resultStart);
   resultStart.add(Calendar.DAY_OF_MONTH, 1);
 }

First it has to work. Then you can make it nice. E.g. by introducing the
above mentioned DateRange (or a CalendarRange) class.

/Thomas