I am trying to make sense of the following functional integral in the continuous limit: $$ G({\bf x},{\bf y})=\lim_{N \to \infty}\int \prod_{k=1}^{N-1} d^2 {\bf z}_k \prod_{n=1}^N dp_n \exp\Bigg\{i\sum_{n=1}^N \Bigg[\frac{\langle p \rangle N}{2 T}(z^{(1)}_{n}-z^{(1)}_{n-1})^2+p_n (z^{(2)}_{n}-z^{(2)}_{n-1})+\frac{T p_n}{N \langle p \rangle} V\Big({\bf z}_n,\frac{\sum_{k=1}^n p_n}{N \langle p \rangle}T\Big) \Bigg] \Bigg\}, $$ where ${\bf z}=(z^{(1)},z^{(2)})$, ${\bf z}_0={\bf y}$, ${\bf z}_N={\bf x}$ and $\langle p \rangle= \sum_{n=1}^N\frac{p_n}{N}$.
I am tempted to define the measure as $$ \tau_n \equiv \frac{\sum_{k=1}^n p_n}{N \langle p \rangle}T, \qquad \Delta\tau_n \equiv \tau_{n}-\tau_{n-1}=\frac{ T p_n}{N \langle p \rangle}, \qquad \tau_0=0, \tau_N=T, p_n>0 $$ so that $$ G({\bf x},{\bf y})=\lim_{N \to \infty}\int \prod_{k=1}^{N-1} d^2 {\bf z}_k \prod_{n=1}^N dp_n \exp\Bigg\{i\sum_{n=1}^N \Delta\tau_n \Bigg[ \frac{p_n}{2} \frac{(z^{(1)}_{n}-z^{(1)}_{n-1})^2}{\Delta\tau_n^2}+ p_n \frac{(z^{(2)}_{n}-z^{(2)}_{n-1})}{\Delta \tau_n}+V({\bf z}_n, \tau_n) \Bigg] \Bigg\}, $$
Here come my question:
The measure, $\Delta \tau_n$, is not constant and depends on the discretization point $n$, and in some sense it reminds me the gravitational measure: $\sqrt{-g(\tau)} d\tau$. My heuristic argument is that since $p_n>0$, we can assume that in the limit $N \to \infty$ $\Delta \tau_n$ is going to be arbitrary small and positive and therefore we can write $$ \frac{({\bf z}_{n}-{\bf z}_{n-1})}{\Delta \tau_n} \to \frac{d {\bf z}}{d \tau} \equiv \dot{{\bf z}}, \qquad \sum_{n=1}^N \Delta \tau_n \to\int_0^T d\tau, $$ and therefore $$ G({\bf x},{\bf y}) = \int_{{\bf z}(0)={\bf y}}^{{\bf z}(T)={\bf x}} \mathcal{D}{\bf z}(\tau) \mathcal{D}{p}(\tau) \exp\Bigg\{i \int_0^T d\tau \Bigg[ \frac{p(\tau)}{2} (\dot{z}^{(1)})^2+ p(\tau) \dot{z}^{(2)}+V({\bf z}, \tau) \Bigg] \Bigg\}. $$
Is this correct? Can I make sense of derivatives and Riemann integrals when the measure $\Delta \tau_n$ is not constant but arbitrary small and positive? Or do I have to choose a parameter that gives a constant measure such as the usual choice $$ \tau_n \equiv \frac{n}{N}T, \qquad \Delta \tau_n = \frac{T}{N}. $$