This book introduces the fundamental concepts of Markov processes by focusing on their underlying structure. The author, Daniel W. Stroock, aims to provide a more accessible entry point into the subject than typically found in advanced texts, deliberately sidestepping overly sophisticated measure theory. The text guides readers toward a solid, rigorous comprehension of the basic theory, making it suitable for those seeking a foundational understanding of these probabilistic models.

The book is presented as a more accessible introduction to Markov processes, prioritizing the subject's structure and avoiding overly complex measure theory. It aims to lead readers to a rigorous understanding of the basic theory. The approach suggests a text that balances foundational concepts with mathematical precision, likely appealing to students and researchers seeking a clear entry into the field.