  [Takayasu et al., Phys. Rev.Lett. 79, 966 (1997)] revisited the question of
stochastic processes with multiplicative noise, which have been studied in
several different contexts over the past decades. We focus on the regime, found
for a generic set of control parameters, in which stochastic processes with
multiplicative noise produce intermittency of a special kind, characterized by
a power law probability density distribution. We briefly explain the physical
mechanism leading to a power law pdf and provide a list of references for these
results dating back from a quarter of century. We explain how the formulation
in terms of the characteristic function developed by Takayasu et al. can be
extended to exponents $\mu >2$, which explains the ``reason of the lucky
coincidence''. The multidimensional generalization of (\ref{eq1}) and the
available results are briefly summarized. The discovery of stretched
exponential tails in the presence of the cut-off introduced in \cite{Taka} is
explained theoretically. We end by briefly listing applications.
