  In this paper, we study the stochastic partial differential equation with
multiplicative noise $\frac{\partial u}{\partial t} =\mathcal L u+u\dot W$,
where $\mathcal L$ is the generator of a symmetric L\'evy process $X$ and $\dot
W$ is a Gaussian noise. For the equation in the Stratonovich sense, we show
that the solution given by a Feynman-Kac type of representation is a mild
solution, and we establish its H\"older continuity and the Feynman-Kac formula
for the moments of the solution. For the equation in the Skorohod sense, we
obtain a sufficient condition for the existence and uniqueness of the mild
solution under which we get Feymnan-Kac formula for the moments of the
solution, and we also investigate the H\"older continuity of the solution. As a
byproduct, when $\gamma(x)$ is a nonnegative and nonngetive-definite function,
a sufficient and necessary condition for $\int_0^t\int_0^t
|r-s|^{-\beta_0}\gamma(X_r-X_s)drds$ to be exponentially integrable is
obtained.
