We will review some recent results on the stochastic Landau-Lifshitz equation which models temperature effects on magnetization dynamics in micro-magnetism. The particularity of the model is the geometric constraint the magnetization is a unit vector — which makes the equation nonlinear. The associated stochastic partial differential equation, taking account of temperature effects, has known some recent improvements, from the point of view of mathematical analysis as well as numerical analysis, but still offers a lot of open problems.