Volume I of Diffusions, Markov processes and martingales by Rogers and Williams has a probabilistic proof of the fundamental theorem (Prop. Prop. 19.5, page 41): http://books.google.com/books?id=eJp330pIvQ4C41).
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Volume I of Diffusions, Markov processes and martingales by Rogers and Williams has a probabilistic proof of the fundamental theorem (Prop. 19.5, page 41): http://books.google.com/books?id=eJp330pIvQ4C |
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