How to check processes bandwidth consumption

With nethogs you can monitor network bandwidth usage on a per-process basis. Just install it from source to avoid a socket error:
wget -c
tar xf v0.8.5.tar.gz
cd ./nethogs-0.8.5/
sudo apt-get install libncurses5-dev libpcap-dev
make && sudo make install

And execute it as sudo, pointing to the network interface you wish to monitor, for instance:
sudo nethogs wlan0