In the Book "Quantum Mechanics and Path Integrals" by Feynman & Hibbs the path integral is approximated (page 32 and following) by $$ K(b,a)\approx\int...\int\int\phi[x(t)]dx_1dx_2...dx_{N-1}\tag{2.20} $$ with $b=(x_b,t_b)$ and $a=(x_a,t_a)$ being the start and endpoints of the path and $$\phi[x(t)]=const\cdot e^{(i/\hbar)S[x(t)]}=const\cdot e^{(i/\hbar)\int_{t_a}^{t_b} L[x(t),v(t),t]dt}.\tag{2.15}$$ Now I dont quite get this approximation.
First of all I assume that the $dx_1dx_2...dx_{N-1}$ integrals have to be executed first and only after that the $dt$ integral in $\phi[x(t)]$ (or rather in $S[x(t)]$) should be executed. Is that right?
And the second thing is that I dont get the meaning behind the $dx_1dx_2...dx_{N-1}$ integrals itself (each is integrated from $-\infty$ to $\infty$ according to wikipedia). So in the book the path was divided into straight lines between $x_k$ and $x_{k+1}$ with equal length and $x_0=x_a$ and $x_N=x_b$. That's why I would have thought the integration would not go from $-\infty$ to $\infty$ but rather from $x_k$ to $x_{k+1}$. So the integral would then look sth. like this $$K(b,a)\approx\int_{x_{N-1}}^{x_N}...\int_{x_1}^{x_2}\int_{x_0}^{x_1}\phi[x(t)]dx_0dx_1...dx_{N-1} $$ Could someone explain to me in an easy way why that is not the case?