Maximum likelihood estimations of force and mobility from short single Brownian trajectories

We describe a method to extract force and diffusion parameters from single trajectories of Brownian particles based on the principle of maximum likelihood. The analysis is well-suited for out-of-equilibrium trajectories, even when a limited amount of data is available and the dynamical parameters vary spatially. We substantiate this method with experimental and simulated data, and discuss its practical implementation, strengths, and limitations.