On the reliability estimation of the Gaussian degradation system with a changing mean degradation rate

We consider the system which degradation dynamic is described by the underlying stochastic process being the sum of two components: the centered Gaussian process and drift term with changing intensity rate including the case when this intensity depends on the degradation history. The main goal is estimating via simulation methods the reliability of the considered system since its analytical expression is not generally available. Two variance reduction methods have been applied to estimate the required quantity with acceptable accuracy.