Excessive measures and entry laws for a Markov process

For a Markov transition function $p(t,x,\Gamma)$ there is constructed a space of active entries $\mathscr U$ and a space of passive entries $\mathscr U'$. The first of these is used to describe all entry laws and purely excessive measures associated with $p(t,x,\Gamma)$ and satisfying certain conditions of finiteness. The second is used to describe all measures $\eta$ that are invariant with respect to $p(t,x,\Gamma)$ and with respect to which some “standard” function $l$ is integrable.
Bibliography: 11 titles.