New Brownian motion process function via exact stochastic integration

sde_bm() generates a Brownian motion process via an Euler-Maruyama-based scheme. The solution is exact for this class of system.

Simplified and improved sde_gbm(). Added optimizations and a small bug fix to sde_ou().

Also improved ConstFFUN && ConstGFUN cases in sde_euler() and sde_milstein().

Signed-off-by: Andrew D. Horchler <adh9@case.edu>