In Hall's book Quantum Theory for Mathematicians he gives a wonderful derivation of the Feynman path integral. His formal derivation is as follows.
Let $\psi \in L^2(\mathbb{R}^n)$ and $\hat{H}$ the Hamiltonian operator defined as $$-\frac{1}{\hbar} \hat{H} = \frac{\hbar}{2m} \Delta - \frac{1}{\hbar} V(X).$$
For simplicity I will be considering the free Schrodinger equation so $V(X) = 0$. Let $e^{it\hbar \Delta/(2mN)}$ be the solution operator/one-parameter subgroup generated by the operator $\hbar \Delta/(2mN)$. Thus the evolution of our state to a time $t$ in the future is given by $e^{it\hbar \Delta/(2mN)}\psi$.
The integral kernel associated to this solution operator is the fundamental solution to the free Schrodinger equation and thus the time evolution can also be represented as a convolution with this kernel. More explicitly: $$ e^{it\hbar \Delta/(2mN)} \psi(x_0) = \Big(\frac{mN}{it\hbar}\Big)^{n/2}\int_{\mathbb{R}^n} \exp{\Big(i\frac{mN}{2t\hbar} |x_1 - x_0|^2\Big)} \psi(x_1) dx_1.$$
Applying this operator $N$ times we get: $$ \Big(e^{it\hbar \Delta/(2mN)}\Big)^N \psi(x_0) = C \int_{\mathbb{R}^n} \exp{\Big(i\frac{mN}{2t\hbar} |x_1 - x_0|^2\Big)} \times \int_{\mathbb{R}^n} \exp{\Big(i\frac{mN}{2t\hbar} |x_2 - x_1|^2\Big)} \times \cdots \times \int_{\mathbb{R}^n} \exp{\Big(i\frac{mN}{2t\hbar} |x_N - x_{N-1}|^2\Big)} \times \psi(x_n) dx_N dx_{N-1} \cdots dx_1.$$
Upon rearranging the order of integration and taking a formal limit we obtain $$(e^{-it\hat{H}/\hbar} \psi)(x_0) = C \int_{\textrm{ paths with} \\ x(0) = x_0} \exp{\Big(\frac{i}{\hbar}\int_0^t \Big[\frac{m}{2} \Big|\frac{dx}{ds}\Big|^2\Big] ds \Big)} \psi(x(t)) \mathcal{D}x \tag{1}$$ where $\mathcal{D}x$ is formally an infinite dimensional Lebesgue measure.
Thus we have obtained an equivalent way to compute the time evolution of our state $\psi$, which is by computing a functional/Feynman path integral.
What is often of more interest than just the time evolution is the "transition amplitude", which is loosely defined as the probability for a particle that is at some position $A$ at time $t_0$ to be at position $B$ at time $t_1$. The difference is the measure in (1) can now be interpreted as a conditional probability measure where we also fix the endpoints of each path (i.e. we require $x(t_0) = A$ and $x(t_1) = B$.
I could not find a mathematically motivated derivation of this "transition amplitude" version of the path integral. The derivation does appear in many physics textbooks but as my background is in mathematics and not in physics I find many of these hard to follow.
Does anyone know where I may find a derivation of the "transition amplitude" version of the Feynman path integral similar to what Hall has done above or how I may modify his derivation to obtain it?