Before revision:  The model we study is a generalization of that considered in Ratcliff (1980) . The derivation relies on using the optional stopping theorem for properly chosen Martingales, thus obtaining formulae which may be used to compute performance metrics for a particular stage of the stochastic decision process.
After revision:  The model we study is a generalization of that considered in Ratcliff (1980) in the two-stage form, and here we consider the same model for an arbitrary number of stages (i.e. intervals of time during which parameters are constant). Our calculations enable direct computation of mean decision times and hitting probabilities for the associated multistage process.