Late New York socialite Jocelyn Wildenstein, often referred to in the media as "Catwoman" due to her surgically enhanced cat-like features, is going to be cremated ... and her remains are going overseas.

Jocelyn's fiancé, Lloyd Klein, tells TMZ ... she will be remembered in a small and private funeral in Paris and after she's cremated her ashes will be taken to her ranch in Kenya.

We're told Jocelyn's final resting place will be near family ... her father is buried at the same African ranch, and her mother's ashes are there as well.

Jocelyn's fiancé says she loved Kenya ... so it's fitting that's where her ashes are going to wind up.

As we reported ... Jocelyn died Tuesday in Paris from a pulmonary embolism. She was 84.

Klein says he's still in shock about suddenly losing the love of his life. He tells us they laid down for a nap in Paris and at 6 PM he woke up, but she never did. He says her death was sudden without suffering.

Jocelyn's fiancé adds ... "She was my love, my friend, and my soul mate for 21 years."