The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.
Let φ be a Hausdorff measure function and A be an infinite increasing sequence of positive integers. The Hausdorff-type measure φ - mA associated to φ and A is studied. Let X(t)(t ∈ R^N) be certain Gaussian random fields in R^d. We give the exact Hausdorff measure of the graph set GrX([0, 1]N), and evaluate the exact φ - mA measure of the image and graph set of X(t). A necessary and sufficient condition on the sequence A is given so that the usual Hausdorff measure function for X([0, 1] ^N) and GrX([0, 1]^N) are still the correct measure functions. If the sequence A increases faster, then some smaller measure functions will give positive and finite ( φ A)-Hausdorff measure for X([0, 1]^N) and GrX([0, 1]N).