Drift Diffusion Process

Simulating the drift diffusion process (variability across trial)

This is a optimized simulation of the drift diffusion process (DDP, as described, for example, here http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2474742/). I used a mixture of for loops and cumsum to obtain high speed.
The same code can be used to have a diffusion process without drift across trial, a binary DDP, a one-choice DDP, a one choice pure diffusion process.