This book explores a number of new applications of invariant quasi-finite diffused Borel measures in Polish groups for a solution of various problems stated by famous mathematicians (for example, Carmichael, Erdos, Fremlin, Darji and so on). By using natural Borel embeddings of an infinite-dimensional function space into the standard topological vector space of all real-valued sequences, (endowed with the Tychonoff topology) a new approach for the construction of different translation-invariant quasi-finite diffused Borel measures with suitable properties and for their applications in a solution of various partial differential equations in an entire vector space is proposed.