Vilmos Prokaj - ODT Personal data sheet


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Personal data sheet

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VALIDITY EXPIRED
personal data approved: 2021. I. 02.

Personal data

name	Vilmos Prokaj
name of institution	Eötvös Loránd University, Budapest
doctoral school	ELTE Doctoral School of Mathematics (Academic staff member Az oktató a doktori iskola doktoranduszai számára oktat tantárgyat, és/vagy a doktori iskola megszavazta, hogy doktoranduszok számára kutatási témát írjon ki. )
the share of work in the different doctoral schools.	ELTE Doctoral School of Mathematics 100%

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:

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:

Scientometric data

list of publications and citations

number of scientific publications that meet accreditation criteria:

number of scientific publications:

monographs and professional books:

monographs/books in which chapters/sections were contributed:

number of independent citations to scientific publications and creative works:

2024. IV. 17.
ODT ülés
Az ODT következő ülésére 2024. június 14-én, pénteken 10.00 órakor kerül sor a Semmelweis Egyetem Szenátusi termében (Bp. Üllői út 26. I. emelet).