# Idea The Ornstein-Uhlenbeck model is a [[leaky or unstable integrator|leaky integration]] model. The basic [[drift diffusion model of choice and reaction time|drift diffusion model]] is the following: $d x=A d t+c d W, \quad x_0=0$ The [[Ornstein-Uhlenbeck model]] extends the above to the following: $d x=(\lambda x+A) d t+c d W, \quad x_0=0$ The rate of change of $x$ depends on its current value, with a magnitude controlled by the parameter $\lambda$, and $x$ can accelerate or decelerate toward a threshold/boundary depending on the sign of $\lambda$. When $\lambda = 0$, the O-U model simplifies to the basic/pure [[drift diffusion model of choice and reaction time|DDM]]. # References - [[Smith 2004 psychology and neurobiology of simple decisions]] - [[Bogacz 2006 physics of optimal decision making]] - [[Busemeyer 1993 decision field theory]]