In the US a doctorate usually doesn't require a master's, most people go straight from undergrad to phd.

To add slightly more detail: Most research math programs in the US are 5(ish) year 'combined' masters+phd programs. The first couple years are basically course work, seminars, finding your area and advisor, and then the rest is the actual research work. It's not uncommon to leave after the first couple years with a Master's degree.