We show that Nelson's stochastic mechanics suitably formulated as a Hamilton–Jacobi first-order equation leads straightforwardly to the Feynman path integral formulation of quantum mechanics.
"Feynman path integrals are ubiquitous in quantum physics, even if a large part of the scientific community still considers them as a heuristic tool that lacks a sound mathematical definition. Our book aims to refute this prejudice, providing an extensive and self-contained description of the mathematical theory of Feynman path integration, from the earlier attempts to the latest developments, as well as its applications to quantum mechanics. This second edition presents a detailed discussion of the general theory of complex integration on infinite dimensional spaces, providing on one hand a unified view of the various existing approaches to the mathematical construction of Feynman path integrals and on the other hand a connection with the classical theory of stochastic processes. Moreover, new chapters containing recent applications to several dynamical systems have been added. This book bridges between the realms of stochastic analysis and the theory of Feynman path integration. It is accessible to both mathematicians and physicists"--
Feynman's path integral formulation arose from his attempt to incorporate the Lagrangian framework into quantum mechanics, offering what he regarded as a more fundamental perspective than the Hamiltonian approach, particularly in the context of quantum electrodynamics. Inspired by an analogy proposed by P. A. M. Dirac, Feynman showed that Schrödinger's equation could be recovered by promoting this analogy to an equality, up to a constant factor. This insight laid the foundation for the path integral formalism. In this article, we first outline the historical development of dynamical frameworks in physics and then trace Feynman's reasoning as he constructed his formulation, beginning with the double-slit experiment and its interpretation. We subsequently derive the Schrödinger equation from the path integral and demonstrate the conservation of probability. These final sections aim to provide students with a clear link between this elegant yet less commonly presented approach and the more standard methods typically taught in undergraduate courses.