Catherine Doléans-Dade
| Catherine Doléans-Dade | |
|---|---|
| Born |
Catherine A. Doléans 24 January 1942 |
| Died |
19 September 2004 (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
- ↑ "A great probabilist: Catherine Doléans-Dade" (PDF).
- ↑ "In Memoriam: Catherine Doleans-Dade, Mathematics - Illinois". University of Illinois.
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