Let {X(s,t) : 0 ≦ s,t ≦ 1} be a
stochastic process which has independent increments (second differences). Necessary
and sufficient conditions are established to ensure the existence of a version with the
property that almost every sample function is continuous. A corollary to these results
is the existence of a class of measures on Wiener-Yeh space. The conditions are
analogous to the usual case of additive processes Z(t) indexed by one time
parameter.