Catherine Doléans-Dade

Catherine Doléans-Dade
Born Catherine A. Doléans
(1942-01-24)24 January 1942
Died 19 September 2004(2004-09-19) (aged 62)
Urbana, Illinois
Nationality French
Fields Mathematics
Institutions University of Illinois at Urbana–Champaign
Alma mater University of Strasbourg
Doctoral advisor Paul-André Meyer
Known for Doléans measure
Doléans-Dade exponential
Spouse Everett C. Dade

Catherine Doléans-Dade (24 January 1942 – 19 September 2004) was a French American mathematician. She made significant contributions to the calculus of martingales, including a general change of variables formula, a theorem on stochastic differential equations, and exponential processes of semimartingales.[1]

After earning her doctorate from the University of Strasbourg in 1970, she became a professor in the Mathematics Department of the University of Illinois at Urbana–Champaign. She died of cancer in 2004.[2]

References

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