Catherine Doléans-Dade | |
Birth Name: | Catherine A. Doléans |
Birth Date: | 24 January 1942 |
Death Place: | Urbana, Illinois |
Nationality: | French |
Fields: | Mathematics |
Workplaces: | University of Illinois at Urbana–Champaign |
Alma Mater: | University of Strasbourg |
Doctoral Advisors: | )--> |
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]