atoms-molecules themselves, hence of nanometer size), goes back to the 19th Century with the work of @brown_brief_1828. Since then, numerous studies have been devoted to the description of the dynamics of such systems. A particular challenge is the multiscale nature of the dynamics due to the mass separation of the bath and colloidal particles which in turn implies that the velocities of the bath particles are much higher than those of the colloidal particles. While the time evolution of colloidal fluids can be formally studied by modelling the full systems, i.e. considering the Newtonian dynamics of both bath and colloidal particles, such an approach is computationally intractable, due to both the number of particles and the very different timescales one has to consider[@goddard_general_2012; @goddard_unification_2013], and thus there is a need for coarse graining leading to reduced models. One such reduced model consists of the stochastic Langevin Equations (LEs) for colloidal positions and momenta or equivalently the corresponding Fokker-Planck equation (FPE) for the $N$-body probability distribution function. The LEs were originally proposed heuristically, but can be formally justified as shown in Appendix \[app:projection-operator-tech\] (where for the first time a detailed microscopic derivation of the rotational part of the FPE is offered 