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I am trying to understand this: If one tries to define a Feynman path integral as a Wiener integral, then the complex measure could be of infinite total variation. What exactly does this mean? How would the calculation go to show that the measure would approach infinity? Any references on this would be much appreciated.

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  • $\begingroup$ This is the kind of issue stochastic integration is designed to handle. MO is the wrong site for this type of question; please ask at math.stackexchange.com instead. $\endgroup$ Commented Feb 15, 2016 at 3:28

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