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- O Rauprich, M Matsushita, C J Weijer, F Siegert, S E Esipov, J A Shapiro
- Journal of bacteriology
- 1996

Proteus mirabilis colonies exhibit striking geometric regularity. Basic microbiological methods and imaging techniques were used to measure periodic macroscopic events in swarm colony morphogenesis. We distinguished three initial phases (lag phase, first swarming phase, and first consolidation phase) followed by repeating cycles of subsequent swarming plus… (More)

- Sergei Esipov, Igor Vaysburd
- 1998

We analyse derivative securities whose value is not a deterministic function of an underlying which means presence of a basis risk at any time. The key object of our analysis is conditional probability distribution at a given underlying value and moment of time. We consider time evolution of this probability distribution for an arbitrary hedging strategy… (More)

- Sergei E. Esipov
- 1995

This paper compares theory and experiment for the kinetics of time-dependent sedimentation. We discuss non-interacting suspensions and colloids which may exhibit behavior similar to the one-dimensional motion of compressible gas. The velocity of sedimentation (or creaming) depends upon the volume fraction of the constituting particles and leads to… (More)

- Sergei E Esipov, Thorsten Pp Oschel B
- 1997

The kinetic energy distribution function satisfying the Boltzmann equation is studied analytically and numerically for a system of inelastic hard spheres in the case of binary collisions. Analytically, this function is shown to have a similarity form in the simple cases of uniform or steady-state ows. This determines the region of validity of hydrodynamic… (More)

- Clara Salue, Sergei E Esipov, Thorsten Pp Oschel
- 1997

We analize the properties of dense granular systems by assuming a hydrodynamical description , based on conservation laws for the particle number density and linear momentum. We combine analytical methods and experimental and numerical results obtained by ensemble-averaging of data on creep during compaction and molecular dynamics simulations of convective… (More)

- C Salueña, S E Esipov, T Pöschel
- 2002

The properties of dense granular systems are analyzed from a hydrodynamical point of view, based on conservation laws for the particle number density and linear momentum. We discuss averaging problems associated with the nature of such systems and the peculiarities of the sources of noise. We perform a quantitative study by combining analytical methods and… (More)

- Sergei Esipov, Igor Vaysburd
- 2001

The two classic objectives of investment are to reduce variability , and to protect the portfolio from shortfalls. There is a profound contradiction between these two objectives. We have shown that the dynamic efficient frontier (DEF) with minimal standard deviation for a given expected profit leads to a con-trarian trading strategy. The Black-Jones-Perold… (More)

- Sergei Esipov, Dajiang Guo, +4 authors Xiaodong Zhu
- 1999

Southern Finance Association for various helpful comments and discussions. We are especially thankful for the encouraging business environment provided by Richard Timbrell, and our colleagues at Centre Group. This version has been made possible due to the encouraging attention of our former colleague, Donald Mango, currently with American Re. Donald not… (More)

- SERGEI ESIPOV
- 1998

Hedging a derivative security with non-risk-neutral number of shares leads to portfolio profit or loss. Unlike in the Black-Scholes world, the net present value of all future cash flows till maturity is no longer deterministic, and basis risk may be present at any time. The key object of our analysis is probability distribution of future P&L conditioned on… (More)

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