I'm reading the Appendix A of Glimm and Jaffe book "Quantum Physics: a functional integral point of view", and there is something that I'm missing
In section A.4 the authors talk in a very general context about functional integration. If I got it right they are considering a sequence of Hilbert spaces $\mathscr{H}_n$ and setting $$\mathscr{H}_\infty=\bigcap_{n\in \mathbb{Z}}\mathscr{H}_n,\quad \mathscr{H}_{-\infty}=\bigcup_{n\in \mathbb{Z}}\mathscr{H}_n$$
They say $\mathscr{H}_\infty$ is a nuclear space and $\mathscr{H}_{-\infty}$ its dual. They exemplify with $\mathscr{S}$ the Schwartz space and $\mathscr{S}'$ the corresponding distributions.
Then the authors set out to study measures and integration on $\mathscr{H}_{-\infty}$:
We take Gaussian measures as the starting point for integration over infinite dimensional spaces. Other, non-Gaussian, measures are then obtained by perturbation, e.g., through the Feynman-Kac formula. The dual of a nuclear space (i.e. $\mathscr{H}_{-\infty}$) provides a convenient framework for studying Gaussian measures over infinite dimensional spaces.
I'm really missing the point of considering this kind of Hilbert spaces, specially these ones defined by these sequences.
Further on the authors even call an element of $\mathscr{S}'$ a path. How can that be? A path is a mapping $\gamma : [a,b]\to \mathbb{R}^d$ and an element of $\mathscr{S}'$ is a map $\varphi : \mathscr{S}\to \mathbb{R}$ acting on functions$f : \mathbb{R}^d\to \mathbb{R}$. I can't see why an element of that space is a path!
Also I never thought that the space of paths needed to carry any inner product structure. For instance, I always considered that the relevant space for non-relativistic quantum mechanics was $C^0([a,b];\mathbb{R}^d)$.
So what is the intuition here? Why consider Hilbert spaces - and hence an inner product structure - as the spaces of functions one is integrating over? Furthermore, why nuclear spaces?