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The novelty point is that these particles need not ``exist'' from the very beginning but rather appear at random moments. More rigorously, the starting point of a particle is distributed according to a probability measure \\(\\mu\\) in the space-time \\(R^ d\\times R_+.\\)    Let \\(T_ 0=\\inf \\{t:\\mu (R^ d\\times [t,\\infty))=0\\}\\). The fluctuation processes are proved to converge weakly in the Skorokhod spaces \\(D([0,T_ 0], {\\mathcal S}'(R^ d))\\) and \\(D([T_ 0,\\infty), {\\mathcal S}'(R^ d))\\) to continuous, centered Gaussian Markov processes X and Y, respectively, and Langevin equations for X and Y are derived. The process X is said to be strictly Markov in [a,b] if for any s,t\\(\\in [a,b]\\), \\(s<t\\), there exists a linear continuous mapping \\(U_{st}:\\;{\\mathcal S}(R^ d)\\to {\\mathcal S}(R^ d)\\) such that  \\[  Cov(<X_ r,\\phi >,<X_ t,\\psi >)=Cov(<X_ r,\\phi >,<X_ s,U_{st}\\psi >)  \\]  for \\(r\\leq s\\) and \\(\\phi\\),\\(\\psi\\in {\\mathcal S}(R^ d)\\). 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