Catherine Doléans-Dade | |
---|---|
Born |
Catherine A. Doléans 24 January 1942 |
Died | 19 September 2004 Urbana, Illinois |
(aged 62)
Nationality | French |
Alma mater | University of Strasbourg |
Known for |
Doléans measure Doléans-Dade exponential |
Spouse(s) | 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 , and exponential processes of semimartingales.
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.