The governed equations for the order parameter, one- and two-time correlators are obtained for systems with white multiplicative noise. We consider the noise whose amplitude depends on stochastic variable as xa where 0<a<1. It turns out that the equation for autocorrelator includes an anomalous average of the power-law function with the fractional exponent 2a. Determination of this average for the stochastic system with a self-similar phase space is performed. It is shown that at a>12, when the system is disordered, the correlator behaves in the course of...</a<1.>