The exact unclosed equation for the phase-space density function (or c
orresponding Lagrangian pdf) in turbulent flows is obtained using cond
itional techniques. The equation has direct implications for stochasti
c Lagrangian models based on the assumption of similarity with a Marko
v process. The problem of random particle sources is examined and the
appropriate correcting term is suggested. (C) 1998 American Institute
of Physics.