Publications

Refereed publications in journals and proceedings

2016–

  1. Stability and estimation problems related to a stage-structured epidemic model. Math. Biosci. Eng. 16(5):4415-4432 (2019, with M. L. Diouf & A. Iggidr)
  2. State Estimators for some epidemiological systems. J. Math. Biol. 78(1-2):225–256 (2019, with A. Iggidr)    
  3. From fixation probabilities to d-player games: an inverse problem in evolutionary dynamics. Accepted in Bull. Math. Biol. (2018, with F.A.C.C. Chalub)
  4. Fitness potentials and qualitative properties of the Wright-Fisher dynamics. J. Theor. Biol. 457:57–65 (2018, with F.A.C.C. Chalub)    
  5. Conservative parabolic problems: non-degenerated theory and degeneretaded examples from population dynamics.
    Math. Methods Appl. Sci. 41(12):4391–4406 (2018, with O. Danilkina & F.A.C.C. Chalub)      
  6. On the stochastic evolution of finite populations. J. Math. Biol. 75(6-7):1735–1774 (2017, with F.A.C.C. Chalub)    
  7. Vector borne diseases on an urban environment: the effects of heterogeneity and human circulation. Ecol. Complex. 30:76–90 (2017, with A. Iggidr, J. Koiller, M.L.F. Penna, G. Sallet & M.A. Silva )   
  8. On the dynamics of a class of multi-group models for vector-borne diseases. J. Math. Anal. Appl. 441(2):723–743 (2016, with A. Iggidr & G. Sallet)     
  9. Fixation in large populations: a continuous view of a discrete problem. J. Math. Biol. 72(1-2):283–330 ( 2016, with F.A.C.C. Chalub)    

2011–2015

  1. A Hedged Monte Carlo Approach to Real Option Pricing. Fields Inst. Commun. 74:275–299 (2015, with E. Brigatti, F. Macias & J.P. Zubelli)
  2. Costly inheritance and the persistence of insecticide resistance in Aedes aegypti populations. PLoS One 10(5):e0123961 (2015, with H. Schechtman)  
  3. Robustness of Cucker-Smale flocking model. IET Control Theory & Appl. 9(3):346–350 (2015, with E. Canale, F. Dalmao & E. Mordecki)    
  4. Discrete and continuous SIS epidemic models: a unifying approach. Ecol. Complex. 18:83–95 (2014, with F.A.C.C. Chalub)   
  5. Multiscale analysis for a vector-borne epidemic model. J. Math. Biol. 68(5):1269–1293 (2014)     
  6. The frequency-dependent Wright-Fisher model: diffusive and non-diffusive approximations. J. Math. Biol. 68(5):1089–1133 (2014, with F.A.C.C. Chalub)    
  7. Time-scale separation and center manifold analysis describing vector-borne disease dynamics. Int. J. Comp. Math. 90(10):2105–2125 (2013, with F. Rocha, M. Aguiar & N. Stollenwerk)   
  8. Real Option pricing with mean-reverting investment and project value. Eur. J. Financ. 19(7-8):624–644 (2013, with S. Jaimungal & J.P. Zubelli)     
  9. A derivation of Holling’s type I, II and III functional responses in predator-prey systems. J. Theor. Biol. 327:11–22 (2013, with J.H.P. Dawes)   
  10. Understanding the effect of vector dynamics in epidemic models using center manifold analysis. AIP Conf. Proc. 1479:1319 (2012, with F. Rocha, M. Aguiar & N. Stollenwerk)   
  11. Global stability for a class of virus models with Cytotoxic T Lymphocyte immune response and antigenic variation. Bull. Math. Biol. 73:609–625 (2011, with J.P. Zubelli)     
  12. Evolutionary dynamics of collective action. In The Mathematics of Darwin’s Legacy, J.F. Rodrigues & F.A.C.C. Chalub eds, Springer-Basel.
    (2011, with J.M. Pacheco, F.C. Santos & B. Skyrms).  
  13. Continuous models for genetic evolution in large populations. In Dynamics, Games and Science I, M.M. Peixoto, A.A. Pinto, D.A. Rand eds, Springer-Verlag. (2011, with F.A.C.C. Chalub).   
  14. Strategic investment decisions under fast mean-reversion stochastic volatility. Appl. Stoch. Models Bus. Ind. 27(1):61–69 (2011, with J.P. Zubelli)   
  15. The SIR epidemic model from a PDE point of view. Math. Comp. Modelling 53(7-8):1568–1574 (2011, with F.A.C.C. Chalub)     

2006–2010

  1. From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics. Theor. Pop. Biol. 76(4):268–277 (2009, with F.A.C.C. Chalub)     
  2. Evolution of cooperation under N-person snowdrift games. J. Theor. Biol. 260(4):581–588 (2009, with J.M. Pacheco & F.C. Santos)   
  3. A non-standard evolution problem arising in population genetics. Commun. Math. Sci. 7(2):489–502 (2009, with F.A.C.C. Chalub)     
  4. Evolutionary dynamics of collective action in N-person Stag-Hunt Dilemmas. Proc. R. Soc. B 276(1655):315–321 (2009, with J.M. Pacheco, F.C. Santos & B. Skyrms)   
  5. Investment Deferment under Fast Mean Reversion Stochastic Volatility. In Proceedings of the Fourth Brazilian Conference on Statistical Modelling in Insurance and Finance. (2009, with J.P. Zubelli).
  6. Discrete versus continuous models in evolutionary dynamics: from simple to simpler—and even simpler—models. Math. Comp. Modelling 47(7-8):743–754 (2008, with F.A.C.C. Chalub)     
  7. Inverse problems and regularization techniques in option pricing.
    Proc. Appl. Math. Mech. 7(1):1042403–1042404 (2007, with J.P. Zubelli)     
  8. On the asymptotics of fast mean-reversion stochastic volatility models.
    Int. J. Theor. Appl. Financ. 10(5):817–835 (2007, with J.P. Zubelli)     
  9. Multiple scale asymptotics of fast mean reversion stochastic volatility models. In Proceedings of the Third Brazilian Conference on Statistical Modelling in Insurance and Finance (2007, with J.P. Zubelli).

1998–2005

  1. Asymptotic behavior of stochastic volatility models. In Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance (2005, with J.P. Zubelli).
  2. On the equation satisfied by a steady Prandtl-Munk vortex sheet.
    Commun. Math. Sci. 1(1):68–73 (2003, with M.C. Lopes Filho & H.J. Nussenzveig Lopes)     
  3. Projeto ótimo de gráficos de médias ponderadas exponencialmente (EWMA) para controle estatístico de processo. Pesq. Oper. 18(2):109–130 (1998, with E.K. Epprecht e A.L. Ninio)

Other publications

  1. Aedes, Wolbachia and Dengue. (2014, with M. Alvim, C. Codeço, A. Iggidr, J. Koiller & G. Sallet)   
  2. Analysis of the dynamics of a class of models for vector-borne diseases with host circulation. (2013, with A. Iggidr & G. Sallet)   
  3. Onset of a vector borne disease due to human circulation—uniform, local and network reproduction ratios. (2013, with M. Alvim, A. Iggidr, J. Koiller, M.L.F. Penna & G. Sallet)   
  4. Evolutionary dynamics of collective action. In Advances in Artificial Life, MIT Press. (2011, with J.M. Pacheco, F.C. Santos & B. Skyrms)   
  5. Evaluation of optional cancellation contracts. Real Options: 14th annual conference. (2010, with L.E. Muller & J.P. Zubelli).   
  6. Real Option Pricing with Mean-Reverting Investment and Project Value. Real Options: 13th annual conference. (2009, with S. Jaimungal & J.P. Zubelli)   
  7. Investment deferment under fast mean reversion stochastic volatility.
    Real Options: 12th annual conference (2008, with J.P. Zubelli).   
  8. The continuous limit of the Moran process and the diffusion of mutant genes in infinite populations. (2006, with F.A.C.C.  Chalub)   

Submitted or in preparation

  1. Assessing Volatility and Model Risks in Optimal Execution. Submitted (with Y. Thamsten)
  2. From resistance to persistance: insights of a mathematical model on the indscriminate use of insecticide. Submitted (with H. Schechtman & D. Valle).
  3. Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective. Submitted (with F.A.C.C. Chalub, L. Monsaingeon & A.M. Ribeiro).
  4. On incipient vortex breakdown. Submitted (with S.J. Cowley).   
  5. Multiscale modeling in evolutionary dynamics. In preparation (with F.A.C.C. Chalub).
  6. Spiral-type vortex breakdown on a trailing vortex: a weakly nonlinear marginal instability? In preparation (with S.J. Cowley).
  7. Selective signal smoothing. In preparation (with J.B. Limaco & R. Teixeira)
  8. Quasi-Cylindrical flows. In preparation.
  9. Portfolio selection with random transaction costs. In preparation (with M. Nazareth).

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