  We show that the well-known Langevin equation, modeling the Brownian motion
and leading to a Gaussian stationary distribution of the corresponding
Fokker-Planck equation, is changed by the smallest multiplicative noise. This
leads to a power-law tail of the distribution at large enough momenta. At
finite ratio of the correlation strength for the multiplicative and additive
noise the stationary energy distribution becomes exactly the Tsallis
distribution.
