Assessing the dynamics of particles inside live cell is of paramount interest to understand cell mechanisms. In this paper, we assume that the motions of particles follow a certain class of random process: the diffusion processes. Our contribution is to propose a statistical method able to classify the motion of the observed trajectories into three groups: confined, directed and free diffusion (namely Brownian motion). This method is an alternative to Mean Square Displacement (MSD) analysis. We assess our procedure on both simulations and real cases.

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