Catherine Doléans-Dade | |
---|---|
Born | Catherine A. Doléans 24 January 1942 |
Died | 19 September 2004 62) | (aged
Nationality | French |
Alma mater | University of Strasbourg |
Known for | Doléans measure Doléans-Dade exponential |
Spouse | Everett C. Dade |
Scientific career | |
Fields | Mathematics |
Institutions | University of Illinois at Urbana–Champaign |
Doctoral advisor | Paul-André Meyer |
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. Archived from the original on 2015-02-09. Retrieved 2015-04-05.
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