  We present an extension of Nelson's stochastic quantum mechanics to finite
temperature. Utilizing the formulation of Thermo Field Dynamics (TFD), we can
show that Ito's stochastic equations for tilde and non-tilde particle positions
reproduce the TFD-type Schr\"odinger equation which is equivalent to the
Liouville-von Neumann equation. In our formalism, the drift terms in the Ito's
stochastic equation have the temperature dependence and the thermal fluctuation
is induced through the correlation of the non-tilde and tilde particles. We
show that our formalism satisfy the position-momentum uncertainty relation at
finite temperature.
