Catherine Doléans-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]

Catherine Doléans-Dade
Born
Catherine A. Doléans

(1942-01-24)24 January 1942
Died19 September 2004(2004-09-19) (aged 62)
NationalityFrench
Alma materUniversity of Strasbourg
Known forDoléans measure
Doléans-Dade exponential
Spouse(s)Everett C. Dade
Scientific career
FieldsMathematics
InstitutionsUniversity of Illinois at Urbana–Champaign
Doctoral advisorPaul-André Meyer

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

  1. "A great probabilist: Catherine Doléans-Dade" (PDF).
  2. "In Memoriam: Catherine Doleans-Dade, Mathematics - Illinois". University of Illinois. Archived from the original on 2015-02-09. Retrieved 2015-04-05.
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