This survey is devoted to the classical and modern problems related to the entire function σ(u; λ), defined by a family of nonsingular algebraic curves of genus 2, where u = (u 1 , u 3 ) and λ = (λ 4 , λ 6 , λ 8 , λ 10 ). It is an analogue of the Weierstrass sigma function σ(u; g 2 , g 3 ) of a family of elliptic curves. Logarithmic derivatives of order 2 and higher of the function σ(u; λ) generate fields of hyperelliptic functions of u = (u 1 , u 3 ) on the Jacobians of curves with a fixed parameter vector λ. We consider three Hurwitz series σ(u; λ) = m,n≥0 a m,n (λ)The survey is devoted to the number-theoretic properties of the functions a m,n (λ), ξ k (u 1 ; λ) and µ k (u 3 ; λ). It includes the latest results, which proofs use the fundamental fact that the function σ(u; λ) is determined by the system of four heat equations in a nonholonomic frame of six-dimensional space.