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Unmagnetized bodies with sufficiently dense ionospheres, such as Mars, form induced magnetospheres when interacting with the solar wind carrying the frozen-in interplanetary magnetic field (IMF). Mars Express equipped with the Analyzer of Space Plasmas and Energetic Atoms (ASPERA-3) operating for 20 years over two solar cycles made fundamental contributions to our understanding of how the induced magnetosphere of Mars works. ASPERA-3 established the ion escape rate from 2 × 1024 s−1 to 4 × 1024 s−1 depending on the phase of the solar cycle. The measured empirical dependences of the escape rate on the solar wind dynamical pressure and UV fluxes allowed to determine the total atmospheric pressure lost over the past 4 billion years to be on the order of 10 mbars, i.e. small, contrary to long-standing expectations of a strong ion escape process. Comparing the measured escape rates from Mars with Venus and the Earth resulted in formulating the paradigm-shifting statement that the intrinsic magnetic field increases the escape rates and does not protect planetary atmospheres. Due to the long longevity of the mission, ASPERA-3 captured a number of extreme solar weather events and the unique encounter of Mars with the comet Siding-Spring. ASPERA-3 conducted the first-ever energetic neutral atom imaging of an induced magnetosphere, revealing the global periodic variability of the system, the significant precipitation of ENAs originating in the solar wind and magnetosheath, and the enhancement of ENA emissions from the Martian magnetic anomalies. ASPERA-3 conducted studies of the particles responsible for the discrete Martian aurora and characterized the precipitation of solar wind protons and alpha particles onto the atmosphere. The latter turned out to be a significant contribution to the helium balance on Mars. ASPERA-3 made several important findings outside its main science objectives among those are detection of the tentative signatures of backscattered ions from the Phobos surface, investigations for the first time of radar accelerated ions and electrons in non-magnetized environments, and measurements of heliospheric ENAs. Despite the significant progress following outstanding Mars Express results in the field of the Mars – solar wind interaction there is a broad spectrum of unsolved problems and unanswered questions to be addressed by future mission. The most fundamental one is the ionosphere – magnetosphere interactions.