Nationality French Fields Mathematics | Name Catherine Doleans-Dade | |
Born Catherine A. Doleans
24 January 1942 ( 1942-01-24 ) Died 19 September 2004(2004-09-19) (aged 62)
Urbana, Illinois Institutions University of Illinois at Urbana–Champaign Alma mater University of Strasbourg | ||
Doctoral advisor Paul-Andre 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.
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.
References
Catherine Doléans-Dade Wikipedia(Text) CC BY-SA