Literature
Walsh, John B. (1986). An introduction to stochastic partial differential equations. Springer Berlin Heidelberg. ISBN 978-3-540-39781-6.
Khoshnevisan, Davar. Multiparameter Processes: An Introduction to Random Fields. Springer. ISBN 978-0387954592.
References
Walsh, John B. (1986). An introduction to stochastic partial differential equations. Springer Berlin
Heidelberg. pp. 269. ISBN 978-3-540-39781-6.
Davar Khoshnevisan und Yimin Xiao (2004), Images of the Brownian Sheet
See Original source: https://en.wikipedia.org/wiki/Brownian sheet
《H. Kempka_Path regularity of Brownian motion and Brownian sheet》
The high dimensional analogue of the Wiener process is known as Brownian sheet.
The study of the Brownian sheet goes back to the 1950’s. Since then, many of its properties
(including the properties of sample paths) were studied in great detail. For an overview we refer to
[29] and [63] and the references given therein. The relation of the Brownian sheet with approximation
theory also attracted a lot of attention in connection with the probability estimates of small balls, cf.
[4, 5, 14, 31, 32, 33, 37, 52]. However, this problem in its full generality remains unsolved up to now.
https://www.math.utah.edu/~davar/UW/notes.pdf
