Two-parameters Wiener process $W(r, u), r \in [0, 1], u \in [0,1]$ is a stochastic process with a covariate kernel $\mathbb{E}\left[W(r_1, u_1) W(r_2, u_2)\right] = \min(r_1, r_2) \min(u_1, u_2)$.
How can I find sample path/sheet for this process?
2026-04-08 09:14:25.1775639665
Two-parameters Wiener process
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