Normally supersymmetric quantum field theories have Lagrangians which are supersymmetric only on-shell, i.e. with the field equations imposed. In many cases this can be solved by introducing auxilary fields (field which don't carry dynamical degrees of freedom, i.e. which on-shell become a function of the other fields). However, there are cases where no such formulation is known, e.g. N=4 super-Yang-Mills in 4D.
Since the path integral is an integral over all field configurations, most of them off-shell, naively there is no reason for it to preserve the on-shell symmetry. Nevertheless the symmetry is preserved in the quantum theory.
Of course it is possible to avoid the problem by resorting to a "Hamiltonian" approach. That is, the space of on-shell field configurations is the phase space of the theory and it is (at least formally) possible to quantize it. However, one would like to have an understanding of the symmetries survival in a path integral approach. So:
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How can we understand the presence of on-shell symmetry after quantization from a path integral point of view?