Catherine Doléans-Dade Explained

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]

Notes and References

  1. Web site: A great probabilist: Catherine Doléans-Dade. https://web.archive.org/web/20220703055305/http://withits.epfl.ch/_media/events/slides-hajek.pdf. 2022-07-03. dead.
  2. Web site: In Memoriam: Catherine Doleans-Dade, Mathematics - Illinois. University of Illinois. 2015-04-05. https://web.archive.org/web/20150209175112/http://www.math.illinois.edu/People/memoriam_doleans-dade.html. 2015-02-09. dead.