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]

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