This volume is representative of the work of Chinese probabilitists on probability theory and its applications in physics. Many interesting results of Jump Markov Processes are discussed, and a very fashionable new class of Markov processes -- Markov interacting processes with noncompact states, including the important Schl gl model taken from statistical physics, is also considered. The main body of this book is self-contained and can be used in a course on "Stochastic Processes" for graduate students.