  This paper deals with the analysis of stochastic systems which can be
described by a Langevin equation. By the method presented in this paper drift
and diffusion terms of the corresponding Fokker-Planck equation can be
extracted from the noisy data sets, and deterministic laws and fluctuating
forces of the dynamics can be identified. The method is validated by the
application to simulated one- and two-dimensional noisy data sets.
