Equations of fluctuating hydrodynamics, also called Dean-Kawasaki type equations, are stochastic PDEs describing the evolution of finitely many interacting particles which obey a Langevin equation. First, we give a mathematical derivation for such equations. The focus is on systems of interacting particles described by second order Langevin equations. For such systems, the equations of fluctuating hydrodynamics are a stochastic variant of Vlasov-Fokker-Planck equations, where the noise is white in space and time, conservative and multiplicative. We show a dichotomy previously known for purely diffusive systems holds here as well: Solutions exist only for suitable atomic initial data, but provably not for any other initial data. The class of systems covered includes several models of active matter. We will also discuss regularisations, where existence results hold under weaker assumptions.
