A brane is an object similar to a quantum string, but with any number of dimensions rather than the single dimension of a string. X-dimensional branes trace out (X+1)-dimensional worldvolumes.
Collisions between branes can create new protoverses, which explode outwards into universes.
According to the models of Brane Cosmology our universe, along with possibly many others, would exist trapped inside branes with the same number of dimensions of such universes. Our universe would exist in a 3 spacial dimensions brane and so on.