  We compute the kinetic energy of the Langevin particle using different
approaches. We build stochastic differential equations that describe this
physical quantity based on both the It\^o and Stratonovich stochastic
integrals. It is shown that the It\^o equation possesses a unique solution
whereas the Stratonovich one possesses infinitely many, all but one absent of
physical meaning. We discuss how this fact matches with the existent discussion
on the It\^o vs Stratonovich dilemma and the apparent preference towards the
Stratonovich interpretation in the physical literature.
