 Solution

Make the Wick rotation $t^{\prime }=-i\tau$, and write $T_E=\beta \hslash$ for the final imaginary time, where $\beta$ is inverse temperature and $\hslash$ is the reduced Planck constant. Then $d{t}^{\prime }=-id\tau$ and $dx/d{t}^{\prime }=idx/d\tau$. Thus the continued action isBoth the kinetic energy and the potential energy enter this Euclidean action with positive signs relative to their real-time definitions. Also $e^{-iH(-i\beta \hslash )/\hslash }=e^{-\beta H}$, so the Euclidean path integral isIts boundary conditions fix the two endpoint positions. They need not coincide: identifying and integrating over them would instead give the thermal trace.

The normalization of $\mathcal{D}x$ can be fixed without continuing a formal measure. Apply the Trotter product formula to $H={\hat{p}}^2/(2m)+V(\hat{x})$, divide $T_E$ into $M$ intervals of size $ϵ=T_E/M$, and integrate the intermediate positions. The resulting time-sliced configuration-space path integral isThis also explains the upper limit $\beta \hslash$ rather than $\beta$ when the reduced Planck constant has not been set to one.