The motion of Brownian particles when temperature is spatially dependent is studied by stochastic simulations and theoretical analysis. Nonequilibrium steady probability distributions P(st)(z,v) for both underdamped and overdamped regimes are analyzed. The existence of local kinetic energy equipartition theorem is also discussed. The transition between both regimes is characterized by a dimensionless friction parameter. This study is applied to three physical systems of colloidal particles.