Magnetic particles are largely utilized in several applications ranging from magnetorheological fluids to bioscience and from nanothechnology to memories or logic devices. The behavior of each single particle at finite temperature (under thermal stochastic fluctuations) plays a central role in determining the response of the whole physical system taken into consideration. Here, the magnetization evolution is studied through the Landau-Lifshitz-Gilbert formalism and the non-equilibrium statistical mechanics is introduced with the Langevin and Fokker-Planck methodologies. As result of the combination of such techniques we analyse the stochastic magnetization dynamics and we numerically determine the convergence time, measuring the velocity of attainment of thermodynamic equilibrium, as function of the system temperature.