Stochastic dynamics of a nonlinear thermal circuit is studied. Due to the existence of negative differential thermal resistance, there exist two stable steady states that satisfy both the continuity and stability conditions. The dynamics of such a system is governed by a stochastic equation which describes originally an overdamped Brownian particle that undergoes a double-well potential. Correspondingly, the finite time temperature distribution takes a double-peak profile and each peak is approximately Gaussian. Owing to the thermal fluctuation, the system is able to jump occasionally from one stable steady state to the other. The probability density distribution of the lifetime τ for each stable steady state follows a power-law decay τ^{-3/2} in the short-τ regime and an exponential decay e^{-τ/τ_{0}} in the long-τ regime. All these observations can be well explained analytically.