One of the postulates of Quantum Mechanics involves the so-called Born's Rule:
Formulated by Max Born in 1926, it gives the probability that a measurement of a quantum system will yield a given result. In its simplest form, it states that the probability density of finding a particle at a given point, when measured, is proportional to the square of the magnitude of the particle's wave function at that point.
The wave function is a rapidly-decreasing function, $\psi(\mathbf{x}, t) \in \mathscr{S}\left(\mathbb {R} ^{3},\mathbb {C} \right) \times \mathbb{R}$, where
$$ \mathscr{S}\left(\mathbb {R} ^{n},\mathbb {C} \right):=\left\{f\in C^{\infty }(\mathbb {R} ^{n},\mathbb {C} )\mid \forall \alpha ,\beta \in \mathbb {N} ^{n},\|f\|_{\alpha ,\beta }:= \sup _{x\in \mathbb {R} ^{n}}\left|x^{\alpha }(D^{\beta }f)(x)\right|<\infty \right\}$$ is the Schwartz space.
Problem. $\mathscr{S}$ is a Fréchet space! Therefore, it's not possible to define a "norm" ($\|f\|_{\alpha, \beta}$ is just a seminorm). And yet, it's needed in order $\|\psi(\mathbf{x},t)\|^2 d\mathbf{x}$ to be seen as a probability density.
Remark. $\mathscr{S}(\mathbb{R}^n, \mathbb{C})\hookrightarrow L^2(\mathbb{R}^n, \mathbb{C})$, but I don't think this is of any help.