Parallel World
In JoJo's Bizarre Adventure, the existence of alternate universes, realities or dimensions is a recurring concept. It is mainly conceptualized as the premise behind certain Stand abilities.
Relevant Stand Abilities
Cream
Vanilla Ice's Stand, Cream is able to devour itself and its user to become a void that devours everything it comes in contact with. Vanilla describes it as a dimension of darkness, though he is unsure himself where exactly the objects are sent to. While in this dimension, Vanilla and his Stand are invulnerable to attacks.
The Hand
Okuyasu Nijimura's The Hand is similar to Cream, able to erase whatever space its right hand touches. Okuyasu states that not even he knows where the voided objects go, but it seems the objects are eliminated like an extremely sharp blade had sliced clean through them. This ability allows the normally short-range Stand extreme distance in its attacks, as it can simply remove the space between itself and a target to bring them within range.
Cube House
In JORGE JOESTAR, Reimi Sugimoto is a Stand with the ability named Cube House. Its interior has a tesseract structure and functions as a time travelling device allowing anyone to travel to different universes and time periods.
Made in Heaven
Made in Heaven increases the speed or rate of the flow of time; achieved through its ability to control the gravitational forces of the earth, moon, and seemingly the entire universe (in reference to aspects of the theory of relativity).
As time continues to travel, the universe will hit a "vanishing point", and a new universe will be created, where everything repeats itself, according to "fate". The Stand's user may then alter the characteristics of the universe and the fates of the people in the recreated universe and create the perfect world they desire.
In the story, just after Enrico Pucci's death at the hands of Emporio Alniño and the Stand Weather Report, the universe completes a second cycle, though not with Pucci's intended result. In this renewed world, characters of seemingly very similar identities to Jolyne, Ermes, Anasui and Weather Report fortuitously gather in Emporio's proximity. However, the characters now have different names such as Irene and Annakiss, along with different lives and memories.
Dirty Deeds Done Dirt Cheap
President Funny Valentine's Stand, D4C, allows different parallel worlds/dimensions to co-exist at the same time and/or in the same place. It also allows its user to visit these parallel worlds/dimensions and interact with them. Valentine travels by being closed between two objects, shown first by the use of a door against a wall. This method allows practically anything to travel between dimensions, including other people. Valentine takes advantage of this towards the end of Steel Ball Run to bring forth Diego Brando from Another Universe to aid him.
References
