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Sacerdote, Laura, Tamborrino, Massimiliano and Zucca, Cristina (2016) First passage times of two-dimensional correlated processes : analytical results for the Wiener process and a numerical method for diffusion processes. Journal of Computational and Applied Mathematics, 296 . pp. 275-292. doi:10.1016/j.cam.2015.09.033 ISSN 0377-0427.