P. Lévy introduced a generalized notion of Brownian motion in his monograph “Processus stochastiques et mouvement brownien” by taking the time parameter space to be a general metric space. Let (M, d) be a metric space and let O be a fixed point of M called the origin. Following his definition, a Brownian motion parametrized with the metric space (M, d) is a Gaussian system ℬ = {B(m); m ∈ M} such that the difference B(m) − B(m′) is a random variable with mean zero and variance d(m, m′), and that B(O) = 0.