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personal data approved: 2020. II. 29.
Personal data
Vilmos Prokaj
name Vilmos Prokaj
name of institution
doctoral school
ELTE Doctoral School of Mathematics (Supervisor)
Contact details
E-mail address prokajcs.elte.hu
phone number +36 1 209-0555/8533
own web page
Academic title
scientific degree, title Ph.D.
year degree was obtained 1999
discipline to which degree belongs mathematics and computing
institution granting the degree Eötvös Loránd Tudományegyetem (to be translated)
scientific degree, title Habilitation
year degree was obtained 2015
discipline to which degree belongs mathematics and computing
institution granting the degree Eötvös Loránd University
Employment
1997 - Eötvös Loránd University, Budapest
university professor or researcher
Thesis topic supervisor
number of doctoral students supervised until now 2.5
number of students who fulfilled course requirements 1
students who obtained their degrees:
completed course requirement, without degree or degree granting in process:
Attila Herczegh (PhD) 2012/08  
present PhD students:
László Bondici (PhD) (2020/08)  DSM
hiányos adatú hallgatói:
Enikő Dinnyés PhD (2019/08)  DSM
Research
research area stochastic processes
research field in which current research is conducted mathematics and computing
Publications
2018

Prokaj V, Ruf J: Local martingales in discrete time, ELECTRONIC COMMUNICATIONS IN PROBABILITY 23: 31
type of document: Journal paper/Article
language: English
URL 
2018

Ichiba T, Karatzas I, Prokaj V, Yan M: Stochastic integral equations for Walsh semimartingales, ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES 54: (2) pp. 726-756.
type of document: Journal paper/Article
language: English
2015

Herczegh A, Prokaj V: SHADOW PRICE IN THE POWER UTILITY CASE, ANNALS OF APPLIED PROBABILITY 25: (5) pp. 2671-2707.
type of document: Journal paper/Article
number of independent citations: 5
language: English
DOI 
2014

Herczegh A, Prokaj V, Rasonyi M: Diversity and No Arbitrage, STOCHASTIC ANALYSIS AND APPLICATIONS 32: (5) pp. 876-888.
type of document: Journal paper/Article
number of independent citations: 4
language: English
DOI 
2014

Prokaj Vilmos: On the Exactness of the Levy-Transformation, LECTURE NOTES IN MATHEMATICS 2123: pp. 395-400.
type of document: Journal paper/Article
language: English
DOI 
2013

Prokaj V: Some sufficient conditions for the ergodicity of the Lévy transformation, In: Szerk.: Donati-Martin Catherine, Szerk.: Lejay Antoine, Szerk.: Rouault Alain Séminaire de Probabilités XLV. Berlin: Springer, 2013. pp. 93-121. (Lecture Notes in Mathematics; 2078.)
type of document: Part of book/Proceedings Paper
number of independent citations: 1
language: English
DOI 
2013

Ichiba T, Karatzas I, Prokaj V: Diffusions with rank-based characteristics and values in the nonnegative quadrant, BERNOULLI 19: (5B) pp. 2455-2493.
type of document: Journal paper/Article
number of independent citations: 2
language: English
DOI 
2013

Fernholz ER, Ichiba T, Karatzas I, Prokaj V: Planar diffusions with rank-based characteristics and perturbed Tanaka equations, PROBABILITY THEORY AND RELATED FIELDS 156: (1-2) pp. 343-374.
type of document: Journal paper/Article
number of independent citations: 7
language: English
DOI 
2013

Prokaj V: THE SOLUTION OF THE PERTURBED TANAKA-EQUATION IS PATHWISE UNIQUE, ANNALS OF PROBABILITY 41: (3B) pp. 2376-2400.
type of document: Journal paper/Article
number of independent citations: 2
language: English
DOI 
2010

Prokaj V, Schachermayer W: HIDING A CONSTANT DRIFT-A STRONG SOLUTION, ILLINOIS JOURNAL OF MATHEMATICS 54: (4) pp. 1463-1480.
type of document: Journal paper/Article
language: English
Number of independent citations to these publications:21 
Scientometric data
list of publications and citations
number of scientific publications that meet accreditation criteria:
33
number of scientific publications:
35
monographs and professional books:
0
monographs/books in which chapters/sections were contributed:
0 
number of independent citations to scientific publications and creative works:
84


2020. VI. 25.
ODT ülés
Az ODT következő ülésére 2020. július 10-én 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).

 
All rights reserved © 2007, Hungarian Doctoral Council. Doctoral Council registration number at commissioner for data protection: 02003/0001. Program version: 2.2358 ( 2017. X. 31. )