Let $\eta(t)$ be a non-dynamical Euclidean Gaussian bosonic field with partition function $$ Z=\int D[\eta]\exp\left(-\frac{1}{2\sigma^2}\int_0^t \mathrm{d}\tau\,\eta(\tau)^2\right) $$ so that $\left\langle\eta(\tau)\eta(\tau')\right\rangle = \sigma^2\delta(\tau-\tau')$ for $0<\tau, \tau'<t$. Such fields can represent e.g. white noise in Brownian motion. Using Wick's theorem I have found a very simple identity, namely $$ \left\langle\exp\left(a\int_0^t\mathrm{d}\tau \int_0^t\mathrm{d}\tau'\, \eta(\tau)\eta(\tau')\right)\right\rangle = \frac{1}{\sqrt{1-2at}}. $$ I feel like it should be possible to derive this directly from the path integral in a similar manner to the well-known identity discussed here, but I have not yet been able to come up with such a proof. Can anyone enlighten me?

I would also be happy with references which discuss it.

Here is my messy proof. \begin{align} \left\langle\exp\left(a\int_0^t\mathrm{d}\tau \int_0^t\mathrm{d}\tau'\, \eta(\tau)\eta(\tau')\right)\right\rangle ={}& \sum_{n=0}^{\infty} \frac{a^n}{n!}\int_0^t\mathrm{d}\tau_1\cdots\int_0^t\mathrm{d}\tau_{2n}\left\langle\eta(\tau_1)\cdots\eta(\tau_{2n})\right\rangle \\ ={}& \sum_{n=0}^{\infty} \frac{a^n}{n!}\int_0^t\mathrm{d}\tau_1\cdots\int_0^t\mathrm{d}\tau_{2n}\left[\delta(\tau_1-\tau_2)\cdots\delta(\tau_{2n-1}-\tau_{2n})+\text{other contractions}\right]\\ ={}& \sum_{n=0}^{\infty} \frac{a^n}{n!}\frac{(2n)!}{2^n n!} \bigg[\underbrace{\int_0^t\mathrm{d}\tau_1\int_0^t\mathrm{d}\tau_2\,\delta(\tau_1-\tau_2)}_t\bigg]^n\\ ={}&\sum_{n=0}^\infty \frac{(2n)!}{(-4)^n (n!)^2}(-2at)^n\\ ={}&\frac{1}{\sqrt{1-2at}} \end{align} In the third line I have used that the total number of terms resulting from the wick contraction is $$ \frac{1}{2^n} {n \choose 2}{n-2 \choose 2}\cdots{2 \choose 2} =\frac{(2n)!}{2^n n!}, $$ and that each contraction may be factorised into a product of $n$ identical terms, and in the final line I have used the identity $$ \sum_{n=0}^{\infty} \frac{(2n)!}{(-4)^n (n!)^2}x^n = [1+x]^{-1/2}. $$

Let $\eta(t)$ be a non-dynamical Euclidean Gaussian bosonic field with partition function $$ Z=\int D[\eta]\exp\left(-\frac{1}{2\sigma^2}\int_0^t \mathrm{d}\tau\,\eta(\tau)^2\right) $$ so that $\left\langle\eta(\tau)\eta(\tau')\right\rangle = \sigma^2\delta(\tau-\tau')$ for $0<\tau, \tau'<t$. Such fields can represent e.g. white noise in Brownian motion. Using Wick's theorem I have found a very simple identity, namely $$ \left\langle\exp\left(a\int_0^t\mathrm{d}\tau \int_0^t\mathrm{d}\tau'\, \eta(\tau)\eta(\tau')\right)\right\rangle = \frac{1}{\sqrt{1-2\sigma^2at}}. $$ I feel like it should be possible to derive this directly from the path integral in a similar manner to the well-known identity discussed here, but I have not yet been able to come up with such a proof. Can anyone enlighten me?

I would also be happy with references which discuss it.

Here is my messy proof. \begin{align} \left\langle\exp\left(a\int_0^t\mathrm{d}\tau \int_0^t\mathrm{d}\tau'\, \eta(\tau)\eta(\tau')\right)\right\rangle ={}& \sum_{n=0}^{\infty} \frac{a^n}{n!}\int_0^t\mathrm{d}\tau_1\cdots\int_0^t\mathrm{d}\tau_{2n}\left\langle\eta(\tau_1)\cdots\eta(\tau_{2n})\right\rangle \\ ={}& \sum_{n=0}^{\infty} \frac{a^n}{n!}\int_0^t\mathrm{d}\tau_1\cdots\int_0^t\mathrm{d}\tau_{2n}\left[\delta(\tau_1-\tau_2)\cdots\delta(\tau_{2n-1}-\tau_{2n})+\text{other contractions}\right]\\ ={}& \sum_{n=0}^{\infty} \frac{\sigma^{2n}a^n}{n!}\frac{(2n)!}{2^n n!} \bigg[\underbrace{\int_0^t\mathrm{d}\tau_1\int_0^t\mathrm{d}\tau_2\,\delta(\tau_1-\tau_2)}_t\bigg]^n\\ ={}&\sum_{n=0}^\infty \frac{(2n)!}{(-4)^n (n!)^2}(-2\sigma^2 at)^n\\ ={}&\frac{1}{\sqrt{1-2\sigma^2at}} \end{align} In the third line I have used that the total number of terms resulting from the wick contraction is $$ \frac{1}{2^n} {n \choose 2}{n-2 \choose 2}\cdots{2 \choose 2} =\frac{(2n)!}{2^n n!}, $$ and that each contraction may be factorised into a product of $n$ identical terms, and in the final line I have used the identity $$ \sum_{n=0}^{\infty} \frac{(2n)!}{(-4)^n (n!)^2}x^n = [1+x]^{-1/2}. $$