Brownian motion: a case of temperature fluctuations
  A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the stationary state is not a thermodynamic equilibrium state described by the Maxwell distribution. Instead a nonequilibrium state is produced by temperature fluctuations. 
J. Luczka and B. Zaborek