  The Langevin equation is a common tool to model diffusion at a
single-particle level. In non-homogeneous environments, such as aqueous
two-phase systems or biological condensates with different diffusion
coefficients in different phases, the solution to a Langevin equation is not
unique unless the interpretation of stochastic integrals involved is selected.
We analyze the diffusion of particles in such systems and evaluate the mean,
the mean square displacement, and the distribution of particles, as well as the
variance of the time-averaged mean-squared displacements. Our analytical
results provide a method to choose the interpretation parameter from single
particle tracking experiments.
