Time evolution of the position-velocity correlation functions (PVCF) plays a key role in a new formalism of Brownian motion. A system of differential equations, which governs PVCF, is derived for magnetic Skyrmions on a 2-dimensional magnetic thin film with thermal agitation. In the formalism, a new type of diffusion coeffcient is introduced which does not come out in the usual diffusion equations. The mean-square displacement (MSD) is obtained from the PVCF and found that it oscillates in time when the damping constant is small. It is also shown, even for a structureless particle, that the famous Ornstein-Fuerth formula should be corrected taking a proper initial value of PVCF into account.
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