Lack of a footnote inside align block and math mode

Lack of a footnote inside align block and math mode

I have the code below:
\[
\begin{align*}
F(x) & = xyx^2 + x^2 + (zy)^2 = \footnote{see Theorem \ref{para:10:tw:2}
\ref{para:10}} \\
& = z^2xz + \log(x) + \sin(x^2)
\end{align*}
\]
which produces:

It looks great but on bottom of page is not any footnote. Generated is
only number of footnote. When I click on number of footnote, I go on first
page. What do I fix this mistake ?