Brownian motion of a charged particle in a magnetic field

We develop and numerically illustrate an exact solution of the multivariate, stochastic, differential equations that govern the velocity and position of a charged particle in a plane normal to a uniform, stationary, magnetic field. The equations self-consistently incorporate the Lorentz force into an Ornstein-Uhlenbeck collision model. Properties of the solution in the infinite dissipation limit are explored and the spectral energy density function is found