{"id":11,"date":"2017-08-21T17:38:06","date_gmt":"2017-08-21T20:38:06","guid":{"rendered":"http:\/\/www.professores.uff.br\/msouza\/?page_id=11"},"modified":"2019-11-25T01:04:09","modified_gmt":"2019-11-25T04:04:09","slug":"publications","status":"publish","type":"page","link":"https:\/\/www.professores.uff.br\/msouza\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"

Refereed publications in journals and proceedings<\/h3>\n

2016\u2013<\/h4>\n
    \n
  1. Stability and estimation problems related to a stage-structured epidemic model. Math. Biosci. Eng. 16(5):4415-4432 <\/em>(2019, with M. L. Diouf & A. Iggidr)<\/li>\n
  2. State Estimators for some epidemiological systems. J. Math. Biol.<\/em> 78(1-2):225\u2013256 (2019, with A. Iggidr)   \"\"   <\/a>\"\"<\/a><\/li>\n
  3. From fixation probabilities to d-player games: an inverse problem in evolutionary dynamics. Accepted<\/span><\/strong> in Bull. Math. Biol. <\/em>(2018, with F.A.C.C. Chalub)<\/li>\n
  4. Fitness potentials and qualitative properties of the Wright-Fisher dynamics. J. Theor. Biol.<\/em> 457:57\u201365 (2018, with F.A.C.C. Chalub)   \"\"<\/a>   \"\"<\/a><\/li>\n
  5. Conservative parabolic problems: non-degenerated theory and degeneretaded examples from population dynamics.
    \nMath. Methods Appl. Sci.<\/em> 41(12):4391\u20134406 (2018, with O. Danilkina & F.A.C.C. Chalub)       \"\"<\/a>   \"\"<\/a><\/li>\n
  6. On the stochastic evolution of finite populations. J. Math. Biol.<\/em> 75(6-7):1735\u20131774 (2017, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n
  7. Vector borne diseases on an urban environment: the effects of heterogeneity and human circulation. Ecol. Complex.<\/em> 30:76\u201390 (2017, with A. Iggidr, J. Koiller, M.L.F. Penna, G. Sallet & M.A. Silva )   \"\"<\/a><\/li>\n
  8. On the dynamics of a class of multi-group models for vector-borne diseases. J. Math. Anal. Appl.<\/em> 441(2):723\u2013743 (2016, with A. Iggidr & G. Sallet)   \"\"   <\/a>\"\"<\/a><\/li>\n
  9. Fixation in large populations: a continuous view of a discrete problem. J. Math. Biol.<\/em> 72(1-2):283–330 ( 2016, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n<\/ol>\n

    2011\u20132015<\/h4>\n
      \n
    1. A Hedged Monte Carlo Approach to Real Option Pricing. Fields Inst. Commun.<\/em> 74:275–299 (2015, with E. Brigatti, F. Macias & J.P. Zubelli)\"\"<\/a><\/li>\n
    2. Costly inheritance and the persistence of insecticide resistance in Aedes aegypti populations. PLoS One<\/em> 10(5):e0123961 (2015, with H. Schechtman)   \"\"<\/a><\/li>\n
    3. Robustness of Cucker-Smale flocking model. IET Control Theory & Appl.<\/em> 9(3):346\u2013350 (2015, with E. Canale, F. Dalmao & E. Mordecki)   \"\"   <\/a>\"\"<\/a><\/li>\n
    4. Discrete and continuous SIS epidemic models: a unifying approach. Ecol. Complex.<\/em> 18:83\u201395 (2014, with F.A.C.C. Chalub)   \"\"<\/a><\/li>\n
    5. Multiscale analysis for a vector-borne epidemic model. J. Math. Biol.<\/em> 68(5):1269\u20131293 (2014)   \"\"   <\/a>\"\"<\/a><\/li>\n
    6. The frequency-dependent Wright-Fisher model: diffusive and non-diffusive approximations. J. Math. Biol.<\/em> 68(5):1089\u20131133 (2014, with F.A.C.C. Chalub)   \"\"   <\/a><\/a><\/li>\n
    7. Time-scale separation and center manifold analysis describing vector-borne disease dynamics. Int. J. Comp. Math.<\/em> 90(10):2105\u20132125 (2013, with F. Rocha, M. Aguiar & N. Stollenwerk)   \"\"<\/a><\/li>\n
    8. Real Option pricing with mean-reverting investment and project value. Eur. J. Financ.<\/em> 19(7-8):624\u2013644 (2013, with S. Jaimungal & J.P. Zubelli)   \"\"   <\/a>\"\"<\/a><\/li>\n
    9. A derivation of Holling’s type I, II and III functional responses in predator-prey systems. J. Theor. Biol.<\/em> 327:11\u201322 (2013, with J.H.P. Dawes)   \"\"<\/a><\/li>\n
    10. Understanding the effect of vector dynamics in epidemic models using center manifold analysis. AIP Conf. Proc.<\/em> 1479:1319 (2012, with F. Rocha, M. Aguiar & N. Stollenwerk)   \"\"<\/a><\/li>\n
    11. Global stability for a class of virus models with Cytotoxic T Lymphocyte immune response and antigenic variation. Bull. Math. Biol.<\/em> 73:609\u2013625 (2011, with J.P. Zubelli)   \"\"   <\/a>\"\"<\/a><\/li>\n
    12. Evolutionary dynamics of collective action. In The Mathematics of Darwin’s Legacy<\/i>, J.F. Rodrigues & F.A.C.C. Chalub eds, Springer-Basel.
      \n(2011, with J.M. Pacheco, F.C. Santos & B. Skyrms).         \"\"<\/a><\/li>\n
    13. Continuous models for genetic evolution in large populations. In Dynamics, Games and Science I<\/i>, M.M. Peixoto, A.A. Pinto, D.A. Rand eds, Springer-Verlag. (2011, with F.A.C.C. Chalub).   \"\"<\/a><\/li>\n
    14. Strategic investment decisions under fast mean-reversion stochastic volatility. Appl. Stoch. Models Bus. Ind.<\/em> 27(1):61\u201369 (2011, with J.P. Zubelli)   \"\"<\/a><\/li>\n
    15. The SIR epidemic model from a PDE point of view. Math. Comp. Modelling<\/em> 53(7-8):1568\u20131574 (2011, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n<\/ol>\n

      2006\u20132010<\/h4>\n
        \n
      1. From discrete to continuous evolution models: a unifying approach to drift-diffusion and replicator dynamics. Theor. Pop. Biol.<\/em> 76(4):268\u2013277 (2009, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n
      2. Evolution of cooperation under N-person snowdrift games. J. Theor. Biol.<\/em> 260(4):581\u2013588 (2009, with J.M. Pacheco & F.C. Santos)   \"\"<\/a><\/li>\n
      3. A non-standard evolution problem arising in population genetics. Commun. Math. Sci.<\/em> 7(2):489\u2013502 (2009, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n
      4. Evolutionary dynamics of collective action in N-person Stag-Hunt Dilemmas. Proc. R. Soc. B <\/em> 276(1655):315\u2013321 (2009, with J.M. Pacheco, F.C. Santos & B. Skyrms)   \"\"<\/a><\/li>\n
      5. Investment Deferment under Fast Mean Reversion Stochastic Volatility. In Proceedings of the Fourth Brazilian Conference on Statistical Modelling in Insurance and Finance. <\/i>(2009, with J.P. Zubelli).<\/li>\n
      6. Discrete versus<\/em> continuous models in evolutionary dynamics: from simple to simpler\u2014and even simpler\u2014models. Math. Comp. Modelling<\/em> 47(7-8):743\u2013754 (2008, with F.A.C.C. Chalub)   \"\"   <\/a>\"\"<\/a><\/li>\n
      7. Inverse problems and regularization techniques in option pricing.
        \nProc. Appl. Math. Mech.<\/em> 7(1):1042403\u20131042404 (2007, with J.P. Zubelli)           \"\"   <\/a>\"\"<\/a><\/li>\n
      8. On the asymptotics of fast mean-reversion stochastic volatility models.
        \nInt. J. Theor. Appl. Financ.<\/em> 10(5):817\u2013835 (2007, with J.P. Zubelli)           \"\"   <\/a>\"\"<\/a><\/li>\n
      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 <\/em>(2007, with J.P. Zubelli).<\/li>\n<\/ol>\n

        1998\u20132005<\/h4>\n
          \n
        1. Asymptotic behavior of stochastic volatility models. In Proceedings of the Second Brazilian Conference on Statistical Modelling in Insurance and Finance <\/em>(2005, with J.P. Zubelli).<\/li>\n
        2. On the equation satisfied by a steady Prandtl-Munk vortex sheet.
          \nCommun. Math. Sci.<\/em> 1(1):68\u201373 (2003, with M.C. Lopes Filho & H.J. Nussenzveig Lopes)             \"\"   <\/a>\"\"<\/a><\/li>\n
        3. Projeto \u00f3timo de gr\u00e1ficos de m\u00e9dias ponderadas exponencialmente (EWMA) para controle estat\u00edstico de processo. Pesq. Oper.<\/em> 18(2):109\u2013130 (1998, with E.K. Epprecht e A.L. Ninio)<\/li>\n<\/ol>\n

          Other publications<\/h3>\n
            \n
          1. Aedes, Wolbachia and Dengue. (2014, with M. Alvim, C. Code\u00e7o, A. Iggidr, J. Koiller & G. Sallet)   \"\"<\/a><\/li>\n
          2. Analysis of the dynamics of a class of models for vector-borne diseases with host circulation. (2013, with A. Iggidr & G. Sallet)   \"\"<\/a><\/li>\n
          3. Onset of a vector borne disease due to human circulation\u2014uniform, local and network reproduction ratios. (2013, with M. Alvim, A. Iggidr, J. Koiller, M.L.F. Penna & G. Sallet)   \"\"<\/a><\/li>\n
          4. Evolutionary dynamics of collective action. In Advances in Artificial Life<\/em>, MIT Press. (2011, with J.M. Pacheco, F.C. Santos & B. Skyrms)   \"\"<\/a><\/li>\n
          5. Evaluation of optional cancellation contracts. Real Options: 14th annual conference<\/i>. (2010, with L.E. Muller & J.P. Zubelli).   \"\"<\/a><\/li>\n
          6. Real Option Pricing with Mean-Reverting Investment and Project Value. Real Options: 13th annual conference<\/i>. (2009, with S. Jaimungal & J.P. Zubelli)   \"\"<\/a><\/li>\n
          7. Investment deferment under fast mean reversion stochastic volatility.
            \nReal Options: 12th annual conference<\/i> (2008, with J.P. Zubelli).               \"\"<\/a><\/li>\n
          8. The continuous limit of the Moran process and the diffusion of mutant genes in infinite populations. (2006, with F.A.C.C.  Chalub)   \"\"<\/a><\/li>\n<\/ol>\n

            Submitted or in preparation<\/h3>\n
              \n
            1. Assessing Volatility and Model Risks in Optimal Execution. Submitted <\/font>(with Y. Thamsten)<\/li>\n
            2. From resistance to persistance: insights of a mathematical model on the indscriminate use of insecticide. Submitted <\/span>(with H. Schechtman & D. Valle).<\/li>\n
            3. Gradient flow formulations of discrete and continuous evolutionary models: a unifying perspective. Submitted <\/span>(with F.A.C.C. Chalub, L. Monsaingeon & A.M. Ribeiro).<\/li>\n
            4. On incipient vortex breakdown. Submitted <\/span>(with S.J. Cowley).   \"\"<\/a><\/li>\n
            5. Multiscale modeling in evolutionary dynamics. In preparation <\/span>(with F.A.C.C. Chalub).<\/li>\n
            6. Spiral-type vortex breakdown on a trailing vortex: a weakly nonlinear marginal instability? In preparation <\/span>(with S.J. Cowley).<\/li>\n
            7. Selective signal smoothing. In preparation <\/span>(with J.B. Limaco & R. Teixeira)<\/li>\n
            8. Quasi-Cylindrical flows. In preparation<\/span>.<\/li>\n
            9. Portfolio selection with random transaction costs. In preparation <\/span>(with M. Nazareth).<\/li>\n<\/ol>\n

              <\/p>\n

              \n

              Download Key<\/h3>\n

              \"\"  Link to ArXiv     \"\" Link to SSRN     \"\" Link to HAL     \"\" PDF file      \"\" Link to online version<\/p>\n","protected":false},"excerpt":{"rendered":"

              Refereed publications in journals and proceedings 2016\u2013 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) State Estimators for some epidemiological systems. J. Math. Biol. 78(1-2):225\u2013256 (2019, with A. Iggidr)     From fixation probabilities to d-player games: an inverse problem in evolutionary dynamics. Accepted in Bull. […]<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_exactmetrics_skip_tracking":false,"_exactmetrics_sitenote_active":false,"_exactmetrics_sitenote_note":"","_exactmetrics_sitenote_category":0,"footnotes":""},"categories":[],"tags":[],"class_list":["post-11","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/pages\/11","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/comments?post=11"}],"version-history":[{"count":88,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/pages\/11\/revisions"}],"predecessor-version":[{"id":424,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/pages\/11\/revisions\/424"}],"wp:attachment":[{"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/media?parent=11"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/categories?post=11"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.professores.uff.br\/msouza\/wp-json\/wp\/v2\/tags?post=11"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}