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The approximation consists of a sequence of processes \\(\\mathcal X_t^n\\), \\(t\\in [0,T]\\), of the following form \\[ \\mathcal X_t^n(\\phi) = \\sum_j (u^n(tn,j) - \\rho_n)\\phi\\left(\\tfrac{j-nt-a_n\\sqrt n}{\\sqrt n}\\right),\\quad\\phi\\in C_c^\\infty. \\] Here, \\((a_n)_n\\) is some increasing sequence such that \\(a_n\\uparrow\\infty\\) and \\(a_n n^{-\\frac 12}\\to 0\\), \\(\\rho_n = \\mathbb E u^n\\) with \\(u^n(t,j) := u_{\\beta,\\theta}(t,j)\\) with \\(\\beta=n^{-1/4}\\) and \\(\\theta = 1 + 1/(2\\sqrt n)\\). The \\(u_{\\beta,\\theta}(t,j)\\) are stochastic processes of the form \\[ u_{\\beta,\\theta}(t,j) = \\log Z_{\\beta,\\theta}(t,j) - \\log Z_{\\beta,\\theta}(t,j-1). \\] with \\begin{align*}     Z_{\\beta,\\theta}(t,n)     &= \\idotsint\\limits_{-\\infty < s_0 < s_1 < \\dots < s_{n-1}< t} \\exp\\big[     \\beta B^{(0)}(s_0) + \\theta s_0  \\\\     &\\qquad\\mbox+\\beta\\big\\{B^{(1)}(s_0,s_1)+\\dots+B^{(n)}(s_{n-1},t)\\big\\}\\big] ds_0 \\,ds_1\\dots ds_{n-1}. \\end{align*} By \\(B^{(k)}(u,v)\\) the increment \\(B^{(k)}(u)-B^{(k)}(v)\\) is meant and \\(B^{(0)}\\) is a Brownian motion which is independent of the standard Brownian motions \\(B^{(j)}(t)\\), \\(j=1,2,\\dots, n\\). 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