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In an earlier paper by the same authors [in: Stochastics in finite and infinite dimensions; 233--258 (2000; Zbl 0991.60053); see also Stochast. Processes Appl. 83, No.~1, 103--126 (1999; Zbl 0996.60071)], it was shown that under suitable assumptions on the coefficients the process \\(V\\) can be approximated by the weighted empirical measure process   \\[  V^n(t)= {1\\over n}\\sum_{k=1}^nA_k^n(t)\\delta_{X_k^n(t)}, \\]   of a finite particle system satisfying   \\[ \\begin{align*}{ X_k^n(t)=&X_k(0)+\\int_0^t\\sigma(X_k^n(s),V^n(s))dB_k(s)+ \\int_0^tc(X_k^n(s),V^n(s))ds\\cr &+\\int_{U\\times[0,t]}\\alpha(X_k^n(s),V^n(s),u)W(duds),}\\end{align*} \\]   \\[ \\begin{align*}{ A_k^n(t)=&A_k(0)+\\int_0^tA_k^n(s)\\gamma^T(X_k^n(s),V^n(s))dB_k(s)+ \\int_0^tA_k^n(s)d(X_k^n(s),V^n(s))ds\\cr &+ \\int_{U\\times[0,t]}A_k^n(s)\\beta(X_k^n(s),V^n(s),u)W(duds),}\\end{align*} \\]   for \\(k=1,2,\\dots,n\\), where \\(B_k\\) are independent standard \\({\\mathbb R}^d\\)-valued Brownian motions, independent of \\(W\\), \\((X_k(0),A_k(0))\\) are exchangeable random variables in \\({\\mathbb R}^d\\times{\\mathbb R}\\) independent of \\(\\{B_k\\}\\) and \\(W\\), and \\(\\sigma, c\\) and \\(\\gamma\\) are determined by \\(a,b,\\alpha,\\beta\\).   In the present paper a fluctuation result is obtained. It is proved that \\(S_n=\\sqrt{n}(V^n-V)\\) converges in law in the space \\(C_{\\Phi'}[0,\\infty)\\), where \\(\\Phi\\) is a Fr\u00e9chet nuclear (Schwartz modified) space. The limit \\(S\\) is a distribution-valued process which is the unique solution of a stochastic evolution equation   \\[  \\langle\\phi,S(t)\\rangle=\\langle\\phi,S(0)\\rangle +\\langle\\phi,M(t)\\rangle +\\int_0^t\\langle F_1(V(s))\\phi,S(s)\\rangle ds +\\int_{U\\times[0,t]}\\langle F_2(V(s),u)\\phi,S(s)\\rangle W(duds), \\]  where \\(M\\) is a distribution-valued martingale and \\(F_1,F_2\\) are linear in \\(\\phi\\). This interesting but rather involved theorem is related to old results of \\textit{M. Hitsuda} and \\textit{I. Mitoma} [J. Multivariate Anal. 19, 311--328 (1986; Zbl 0604.60059)], where a much simpler setting was investigated and the fluctuation limit was a Gaussian 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