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I've read the Wikipedia page on functional integration, but it really isn't very easy to understand. There don't seem to be any online videos on the subject either. In addition, when I search online, I get results for the Feynman Path integral. It's a good reference, but it adds a lot of complexities to the problem of understanding functional integration. For instance, quantum mechanics is already hard enough, I can't really parse what's functional integration and what's QM formalism.

Could someone perhaps share some intuition/motivation for why the functional integral is defined the way it is? I'd really like to see a simple, but non-trivial, example worked out. I'm nearly clueless about how an infinite product of infinite bounded integrals converges, so a show-and-tell on how this works out in practice would be great.

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    $\begingroup$ A start. $\endgroup$ – Lucian Aug 22 '15 at 19:07
  • $\begingroup$ @Lucian Definitely a good start. Thanks :) $\endgroup$ – Zach466920 Aug 24 '15 at 21:57

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