Before revision: In this work , we use Martingale theory to derive formulas for the expected decision time, error rates , and first passage times associated with a multistage drift diffusion model, or a Wiener diffusion model with piecewise constant time-varying drift rates and decision boundaries.
After revision: In this work , we use Martingale theory to derive formulas for the expected decision time, error rates , and first passage time (FPT) densities of a Wiener process with time-varying drift rates and decision boundaries.