To describe physics properly, we need to take into account quantum effects. Thus, for every non-quantum physical theory, we must come up with an appropriate quantum theory. A traditional approach is to replace all the scalars in the classical description of this theory by the corresponding operators. The problem with the above approach is that due to non-commutativity of the quantum operators, two mathematically equivalent formulations of the classical theory can lead to different (non-equivalent) quantum theories. An alternative quantization approach that directly transforms the non-quantum action functional into the appropriate quantum theory, was indeed proposed by the Nobelist Richard Feynman, under the name of path integration. Feynman path integration is not just a foundational idea, it is actually an efficient computing tool (Feynman diagrams).
From the pragmatic viewpoint, Feynman path integral is a great success. However, from the foundational viewpoint, we still face an important question: why the Feynman's path integration formula? In this paper, we provide a natural explanation for Feynman's path integration formula.