We review some recent developments of those aspects of path integral techniques in which the present authors have been actively involved. Direct path integral techniques are techniques that require knowledge of the potential only for computation of physical properties. Such techniques are desirable because they are amenable to direct Monte Carlo simulations. It is argued that the problem of constructing direct path integral techniques having fast asymptotic convergence is not related to the physical model at hand but it is a problem of approximating the Brownian motion entering the Feynman-Kac formula.
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