  The fundamental solution of the Schr\"odinger equation for a free particle is
a distribution. This distribution can be approximated by a sequence of smooth
functions. It is defined for each one of these functions, a complex measure on
the space of paths. For certain test functions, the limit of the integrals of a
test function with respect to the complex measures, exists. We define the
Feynman integral of one such function by this limit.
