Computer-aided simulations of Gaussian processes and related asymptotic properties (Extended Abstract)

It has often been pointed out that first-passage-time (FPT) probability density functions (pdf's) through generally time-dependent boundaries play an essential role for the stochastic description of the behavior of various biological systems. The present paper is the natural extension of some investigations carried out for the class of one-dimensional diffusion processes admitting steady state densities in the presence of single asymptotically constant boundaries or of single asymptotically periodic boundaries