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The evolution of the probability distributions of Japan and US major marketindices, NIKKEI 225 and NASDAQ composite index, and $JPY/DEM$ and $DEM/USD$currency exchange rates is described by means of the Fokker-Planck equation(FPE). In order to distinguish and quantify the deterministic and randominfluences on these financial time series we perform a statistical analysis oftheir increments $\Delta x(\Delta(t))$ distribution functions for differenttime lags $\Delta(t)$. From the probability distribution functions at various$\Delta(t)$, the Fokker-Planck equation for $p(\Delta x(t), \Delta(t))$ isexplicitly derived. It is written in terms of a drift and a diffusioncoefficient. The Kramers-Moyal coefficients, are estimated and found to have asimple analytical form, thus leading to a simple physical interpretation forboth drift $D^{(1)}$ and diffusion $D^{(2)}$ coefficients. The Markov nature ofthe indices and exchange rates is shown and an apparent difference in theNASDAQ $D^{(2)}$ is pointed out.

Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach