“…In their works (Furutsu, 1963;Novikov, 1965), on electromagnetic waves and turbulence respectively, K. Furutsu ( ; ) at s . The above equation, called henceforth the Novikov-Furutsu (NF) theorem, has been extensively used in turbulent diffusion (Cook, 1978;Hyland, McKee and Reeks, 1999;Shrimpton, Haeri and Scott, 2014;Krommes, 2015;Martins Afonso, Mazzino and Gama, 2016), random waves (Sobczyk, 1985;Rino, 1991;Bobryk, 1993;Konotop and Vazquez, 1994;Creamer, 2008), and stochastic dynamics (Protopopescu, 1983;Klyatskin, 2005Klyatskin, , 2015Scott, 2013;Kliemann and Sri Namachchivaya, 2018). One particular use of the NF theorem lies in the formulation of partial differential equations, called generalized Fokker-Planck-Kolmogorov (genFPK) equations, that govern the evolution of the probability density function (pdf) of the response to a random differential equation (RDE) excited by coloured noise (Sancho et al, 1982;Cetto and de la Peña, 1984;Fox, 1986;Hyland, McKee and Reeks, 1999;Venturi et al, 2012).…”