Abstract. A general description of Bernstein processes, a class of diffusion processes, relevant to the probabilistic counterpart of quantum theory known as Euclidean Quantum Mechanics, is given. It is compatible with finite or infinite dimensional state spaces and singular interactions. Although the relations with statistical physics concepts (Gibbs measure, entropy,. . . ) is stressed here, recent developments requiring Feynman's quantum mechanical tools (action functional, path integrals, Noether's Theorem,. . . ) are also mentioned and suggest new research directions, especially in the geometrical structure of our approach.