My question regards a comment D. Gross makes in his unpublished lecture notes about quantum field theory (the one with no chapter 1).
In chapter 8 (path integrals) pag. 136, he reaches at the following expression for the non-relativistic QM version of the Lagrangian path integral in the Euclidean formulation ( $\epsilon$ is a small time step)
$$ \langle q_f \lvert e^{-\frac{1}{\hbar}H(\hat p , \hat q) T} \rvert q_i \rangle = \mathcal{N} \int^{q(T) = q_f}_{q(0)=q_i} \mathcal{D} q(t) e^{-\frac{1}{\hbar} \int_0^T dt L_E[q(t)] }, $$
where $L_E$ is written as formal limit $\epsilon \to 0$ of the discretized formula
$$ m \frac{(q_i - q_{i-1})^2}{2\epsilon} + \epsilon V(q_i). $$
He then comments that as $\epsilon\to0$, the measure is dominated by the kinetic term of order $O(\epsilon^{-1})$ and concludes that the determinant paths are paths for which $q_i - q_{i-1}\sim \sqrt{\epsilon}$ (because they are not suppressed by the exponential weight). Finally he says these paths typical of Brownian motion, which continuous but nowhere differentiable.
Until here, I believe the argument seems reasonable (at least for a physicist), even if it is a totally heuristic and intuitive argument (and because we know the answer).
The problem is when he generalizes to the Lagrangian path integral for QFT in (Euclidean) $d$ dimensions (real scalar field). He then writes the discretized version of the kinetic term (with lattice spacing $a$)
$$ a^d \left( \frac{\phi(x+an_{\nu}) - \phi(x)}{a}\right)^2, $$
where he then concludes $\phi(x+an_{\nu}) - \phi(x) \sim a^{1-d/2}$, exactly in the same way as before. I cite here his last two sentences:
"For $d\ge2$ this means that the fields that contribute to the path integral will not even be continuous. It is no surprise that the continuum limit might not even exist."
I am aware (see for example the first two pages of this paper (and its references) and this post ) that even in QFT the accounted paths (configurations) are still continuous but nowhere differentiable, even if the mathematical machinery needed is much more involved and not yet properly defined for, say, gauge theories in 4 dimensions.
So, is this quite right? Do the discontinuous paths contribute? What does mean "to contribute" in this context (maybe having non-zero measure)? In other words, I would like to know to what extent this heuristic argument holds and in what sense the (dis)continuous nowhere differentiable are "typical" of the path integral measure, both in QFT and QM.