  In this paper we consider a stochastic thin-film equation with a one
dimensional Gaussian Stratonovych noise. We establish the existence of
non-negative global weak martingale solution, and study its long time
asymptotic properties. In particular, we show the solution almost surely
converges to the average value of the initial condition. Furthermore, using the
regularized equations and adapted entropy functionals, we establish the
exponential asymptotic decay of the solution in the uniform norm.
