To estimate the local drift and diffusion coefficients, trajectories are first grouped within a small neighbourhood. The field of observation is partitioned into square bins S ( x k , r ) of side r and centre x k and the local drift and diffusion are estimated for each of the square. Considering a sample with N t trajectories { x i ( t 1 ) , … … , x i ( t N s ) } , where t j are the sampling times, the discretization of equation for the drift a ( x k ) = ( a x ( x k ) , a y ( x k ) ) at position x k is given for each spatial projection on the x and y axis by