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A Feynman path integral formula for the Schrödinger equation with magnetic field is rigorously mathematically realized in terms of infinite dimensional oscillatory integrals. We show (by the example of a linear vector potential) that the requirement of the independence of the integral on the approximation procedure forces the introduction of a counterterm to be added to the classical action functional. This provides a natural explanation for the appearance of a Stratonovich integral in the path integral formula for both the Schrödinger and heat equation with magnetic field.

A Rigorous Mathematical Construction of Feynman Path Integrals for the Schrödinger Equation with Magnetic Field