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Here, \\(\\beta \\) and \\(w\\) are independent Wiener processes and \\(y\\) is a jump process with a finite state space. Set \\(F^\\varepsilon (t) = \\varepsilon F(\\varepsilon ^{-2}t)\\), let \\(\\mu ^\\varepsilon \\) be the measure induced on \\(C([0,T]; \\mathbb R^{d})\\) by the process \\(F^\\varepsilon (t) - \\varepsilon ^{-1}\\lambda t\\). Under suitable assumptions on the coefficients \\(b\\), \\(r\\), \\(g\\) and \\(h\\) it is shown that the measures \\(\\mu ^\\varepsilon \\) converge weakly as \\(\\varepsilon \\searrow 0\\) to the law of \\(\\sqrt {D}\\hat w\\), \\(\\hat w\\) being a standard \\(d\\)-dimensional Wiener process. 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