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First passage times of two-dimensional correlated processes: Analytical results for the Wiener process and a numerical method for diffusion processes.

Laura SacerdoteMassimiliano TamborrinoCristina Zucca
Published in: J. Comput. Appl. Math. (2016)
Keyphrases
  • diffusion processes
  • numerical methods
  • diffusion process
  • multiresolution
  • pattern recognition
  • image processing