An iterative method to generate a discrete path integral solution of t
he Kramers problem is presented. It is based on a straightforward deri
vation of the functional formalism from the underlying Langevin equati
ons. The method is rather simple and systematic and allows us to analy
tically evaluate the short time propagator up to and including terms o
f fourth order in a time increment tau. This means a significant reduc
tion of the number of time steps N that are necessary to obtain conver
gent results for a given net increment t = N tau.