Functional integration successfully entered physics as path integrals in the 1942 Ph.D. dissertation of Richard P. Feynman, but it made no sense at all as a mathematical definition. Cartier and DeWitt-Morette have created, in this book, a new approach to functional integration. The book is self-contained: mathematical ideas are introduced, developed generalised and applied. In the authors' hands, functional integration is shown to be a robust, user-friendly and multi-purpose tool that can be applied to a great variety of situations, for example: systems of indistinguishable particles; Aharanov-Bohm systems; supersymmetry; non-gaussian integrals. Problems in quantum field theory are also considered. In the final part the authors outline topics that can be profitably pursued using material already presented.