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It is known that under some assumptions on the smoothness of the functions \\(b\\), \\(\\sigma \\), and on the initial data, the measures \\(\\mu^{n}\\) converge weakly as \\(n\\to \\infty \\) to the law \\(P\\) of the solution to the equation  \\[  X_{t} = X_{0} + \\int^{t}_{0} b[X_{s},P_{s}] ds + \\int^{t}_{0}\\sigma [X_{s},P_{s}] dB_{s}, \\quad 0\\leq t\\leq T,  \\]  \\(P_{s}\\) denoting the law of \\(X_{s}\\). The authors investigate the fluctuation process \\(\\eta^{n} = \\sqrt {n}(\\mu^{n} -P)\\). The tightness of the sequence \\(\\{\\eta^{n}\\}\\) in the space \\({\\mathcal C}([0,T];W^{-(2+2D),D}_{0})\\) of continuous \\(W^{-(2+2D),D}_{0}\\)-valued functions on \\([0,T]\\) is established, \\(D = 1 + [\\frac {d}2]\\), and under slightly more restrictive assumptions it is shown that \\(\\eta^{n}\\) converge to an Ornstein-Uhlenbeck process solving a Langevin-type equation in \\(W^{-(4+2D),D} _{0}\\). Here, \\(W^{k,\\beta }_{0}\\) denotes the weighted Sobolev space of functions on \\(\\mathbb R^{d}\\) whose distributional derivatives up to the order \\(k\\) belong to the weighted \\(L^2\\) space with the weight \\((1+|x|^{2\\beta })^{-1}\\), and \\(W^{-k,\\beta } _{0}\\) is its dual 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