ABSTRACT:From the Madelung's work in 1926, it became clear that the pair of adjoint Schrödinger equations is equivalent to two equations of hydrodynamic representation for probability density w(x ជ, t) ϭ ͉(x ជ, t)͉ 2 and mean momentum p ជ(x ជ, t) ϭ i (ٌ x ជ * Ϫ *ٌ x ជ )/2w. Both these equations can be derived from the quantum transport equation (QTE) for a probability density P( p ជ, x ជ, t) as two equations for the two first moments w(Then, QTE can be obtained from a non-Markovian stochastic Kolmogorov-Gikhman-Skorokhod equation for a real pure-jump process. Similarly, the Klein-Fock-Gordon equation follows from non-Markovian relativistic QTE (RQTE). Thus, all quantum mechanics as mathematical theory is a topic of the theory of real pure-jump non-Markovian stochastic processes.