In this paper, we construct a new class of separable Banach spaces , for 1 ⩽ p ⩽ ∞, each of which contains all of the standard Lp spaces, as well as the space of finitely additive measures, as compact dense embeddings. Equally important is the fact that these spaces contain all Henstock–Kurzweil integrable functions and, in particular, the Feynman kernel and the Dirac measure, as norm bounded elements. As a first application, we construct the elementary path integral in the manner originally intended by Feynman. We then suggest that is a more appropriate Hilbert space for quantum theory, in that it satisfies the requirements for the Feynman, Heisenberg and Schrödinger representations, while the conventional choice only satisfies the requirements for the Heisenberg and Schrödinger representations. As a second application, we show that the mixed topology on the space of bounded continuous functions, , used to define the weak generator for a semigroup T(t), is stronger than the norm topology on . (This means that, when extended to is strongly continuous, so that the weak generator on becomes a strong generator on .)