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.

Catherine Doléans-Dade
Born
Catherine A. Doléans

(1942-01-24)24 January 1942
Died19 September 2004(2004-09-19) (aged 62)
Urbana, Illinois
NationalityFrench
Alma materUniversity of Strasbourg
Known forDoléans measure
Doléans-Dade exponential
SpouseEverett 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.

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