This thesis is focused on problems concerning the modeling of the activity of single neurons in which stochastic processes of various nature are involved to mimic neuron’s spiking activity. A central role is played by Gaussian processes and the related first-passage-time (FPT) problem that, within the present framework, is representative of the neuronal firing times. The Gaussian processes use of which is made are of a two-fold type: Markov and non Markov. For both an abridged outline of the main features is provided, and analytic, computation and simulation methods developed to obtain information on the FPT probabilistic and statistical features are discussed. For Gaussian processes of Markov type a purely computational approach bas...