Infinite dimensional integrals beyond Monte Carlo methods: yet another   approach to normalized infinite dimensional integrals
  An approach to (normalized) infinite dimensional integrals, including normalized oscillatory integrals, through a sequence of evaluations in the spirit of the Monte Carlo method for probability measures is proposed. in this approach the normalization through the partition function is included in the definition. For suitable sequences of evaluations, the ("classical") expectation values of cylinder functions are recovered 
Jean-Pierre Magnot
math-ph math.MP math.PR