  The Langevin equation with a multiplicative L\'evy white noise is solved. The
noise amplitude and the drift coefficient have a power-law form. A validity of
ordinary rules of the calculus for the Stratonovich interpretation is
discussed. The solution has the algebraic asymptotic form and the variance may
assume a finite value for the case of the Stratonovich interpretation. The
problem of escaping from a potential well is analysed numerically; predictions
of different interpretations of the stochastic integral are compared.
