In mathematics, a Brownian sheet or multiparametric Brownian motion is a multiparametric generalization of the Brownian motion to a Gaussian random field. This means we generalize the "time" parameter t {\displaystyle t} of a Brownian motion B t {\displaystyle B_{t}} from R + {\displaystyle \mathbb {R} _{+}} to R + n {\displaystyle \mathbb {R} _{+}^{n}} .
In mathematics, a Brownian sheet or multiparametric Brownian motion is a multiparametric generalization of the Brownian motion to a Gaussian random field. This means we generalize the "time" parameter t {\displaystyle t} of a Brownian motion B t {\displaystyle B_{t}} from R + {\displaystyle \mathbb {R} _{+}} to R + n {\displaystyle \mathbb {R} _{+}^{n}} .
Source: Wikipedia "Brownian sheet" · CC BY-SA 4.0
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