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Julia Eustochium was the third daughter born to Paula and Toxotius. Her mother had adopted an ascetic life after the death of her husband and Eustochium, still quite young and a virgin, joined her in it. Jerome speaks of her having been trained in Marcella's cell, ep.127, and calls her a "paragon of virgins." Despite the attempts of her paternal (and pagan) uncle and aunt to draw her into the life of a rich aristocrat, she chose to remain a virgin and dedicated herself to a religious life, when she was 14 or 15. Jerome encouraged her in that choice and wrote her a treatise on preserving virginity (ep.22). (1)
Eustochium was trained in Latin and Greek and learned Hebrew, like her mother, to study the bible and work with Jerome on his translations. She accompanied her mother Paula to the Holy Land following Jerome in 385 and once they had settled in Bethlehem after visiting many holy sites, she lived there for the rest of her life. As Jerome had commented about them to another virgin in their circle, Asella, when he left Rome, Paula and Eustochium, "whether the world likes it or not, belong to me in Christ," ep.45. Paula died in 404, but Eustochium stayed, running their convent, by now home to fifty women, and working with Jerome until she died. Her niece, the younger Paula, joined her aunt perhaps in 410 and she remained with Jerome until his death. Jerome wrote many of his translations from Hebrew and commentaries on books of the old and new testament for Paula and her daughter, and after Paula died he continued to write for Eustochium.
Jerome sent greetings from the two younger women to Augustine in 416: "Your holy and venerable daughters, Eustochium and Paula, are progressing in a manner worthy of their own rank and your encouragement, and they send special greetings to your blessedness" (ep.134). When followers of Pelagius violently attacked the Latin monasteries at Bethlehem in 416, Pope Innocent I wrote to John of Jerusalem at the behest of the two women: "the most noble virgins of great clemency, Paula and Eustochium, deplored the plundering, slaughter, arson, and every outrage perpetrated against the places of your church by the devil," PL 20 c.601. They and Jerome had to leave their monasteries for a short while, but were able to return.
Jerome wrote to his friend Pammachius after the death in 395 of his wife Paulina, Eustochium's sister, (ep.66) praising the women of the family: Eustochium harvests the flowers of virginity, Paula rubs the laborious threshing-floor of widowhood, Paulina preserves the chaste bed of matrimony (66.2), and Pammachius joined them, making a "quadriga," a team of four horses from one house, which Jerome connects with the cardinal virtues, Pammachius with prudence, Paula with justice, the virgin with fortitude and the wife with temperance (66.3). Jerome divides the family group of five into the two who have died, Paulina and Blesilla, and the three who will fly together to Christ, Paula, and Eustochium, with Pammachius between them (66.15). But Jerome adds even if you did all I said, you would be conquered by Paula and Eustochium, if not in deed then in sex (66.13).
Only three letters from Jerome to Eustochium are to be found in his collected letters, the one on virginity, ep.22, a thank-you note for gifts she had sent, ep.31, and a eulogy of her dead mother, Paula, ep.108. Jerome says, in De viris illustribus, ch.135, that he wrote to Paula and Eustochium every day while they were in Bethlehem. Those letters are not extant, but the prologues attached to the works and sometimes to the individual parts of the works he did for them are, and they constitute a fair-sized body of correspondence. Only one letter from Eustochium and her mother is extant, the one inviting Marcella to visit them in the Holy Land, which may be primarily the work of Paula (though, of course, it has also been attributed to Jerome). (2)
After Eustochium died, Jerome described his enormous sense of loss to his friends: to Riparius, "the sudden dormition/death of the venerable holy virgin of Christ Eustochium saddened me greatly and utterly changed the state of our life, since we cannot do many things we want to and the weakness of old age conquers the mind's ardor," ep.151; to Donatus, "the dormition of the holy and venerable lady Eustochium has violently saddened us, who as you know gave up her spirit in that ardor of confession and preferred to leave her home and familiar things and endure honorable exile rather than be stained by intercourse with heretics," ep.154. (3)

Biographical notes: 

(1) Jerome mentions this letter in the list he gives of his works in Liber de viris illustribus, ch.135, PL23, c.758, "ad Eustochium de virginitate servanda." (2) J.N.D. Kelly says the letter was "written in the name of Paula and her daughter but manifestly by Jerome himself," though he gives no reason for the judgment, Jerome, His Life, Writings, and Controversies (New York: Harper and Row, 1975), 141. Since Marcella knew all of them so well, it is hard to imagine why they would have bothered with such a subterfuge. (3) Sancti Eusebii Hieronymi Epistulae, ed. Isidorus Hilberg, 3 v. (New York: Johnson, 1970, repr.1910-18), ep.151.2: nos sanctae [ac] venerabilis virginis Christi Eustochiae repentina dormitio admodum contristavit et paene conversationis nostrae mutavit statum, dum quoque, quae volumus, multa non possumus et mentis ardorem superat inbecillitas senectutis; ep.154.2: Sanctae et venerabilis domnae Eustochiae nos vehementer dormitio contristavit, quam in ipso confessionis ardore sciatis spiritum reddidisse, libentiusque habuit et rem familiarem et domum suum dimittere et honorata exilia sustinere quam hereticorum conmunione maculari.