This is a question on the mathematics of path integration.
If we take the action density $S[\phi](t) = \frac{1}{2}\dot{\phi}\dot{\phi}$ and we take the path integral
$$K_T(A,B) = \left. \int e^{-\int_0^T S[\phi](t)} D\phi\right|_{\phi(0)=A}^{\phi(T)=B} = \frac{1}{\sqrt{2\pi T}} e^{-(A-B)^2/(2T)}\tag{1}$$
Where the path integral is over all fields $\phi(t)$ with $0<t<T$ with boundary conditions set. (I don't if there is a common way of writing boundary conditions for function integrals). One can prove this by breaking the functional integral into an infinite set of integrals over each of $\phi(t)$. It satisfies:
$$\int\limits_{-\infty}^\infty K_{t_1}(A,B)K_{t_2}(B,C) dB= K_{t_1+t_2}(A,C).\tag{2}$$
So I wanted to do the same for the simplest Fermion type action $$S[\psi](t)=\dot{\psi}\psi - \psi\dot{\psi}.\tag{3}$$ i.e. where $\psi$ is Grassmann-valued and hence $$\psi(t_1)\psi(t_2) = -\psi(t_2)\psi(t_1)\tag{4}$$ for any $t_1$ and $t_2$
$$K_T(a,b) = \left. \int e^{-\int_0^T S[\psi](t)} D\psi\right|_{\psi(0)=a}^{\psi(T)=b} = \text{undefined?}\tag{5}$$
Is there a way to make sense of such an integral or is it ill defined? It seems to have two different solutions depending on if we divide the time interval into an even or an odd number of small pieces!