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In 1922 Norbert Wiener [I], treating the Brownian motion of a particle, introduced a measure on the space of continuous real functions, and a corresponding integral. In 1948 Richard Feynman [2], studying the quantum me-chanics of a particle, introduced a different integral over the same space. He also showed that his integral can be used to represent the solution of the initial value
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Keller et al. (1975) studied this question.
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