全文获取类型
收费全文 | 5600篇 |
免费 | 333篇 |
国内免费 | 249篇 |
专业分类
化学 | 1034篇 |
晶体学 | 52篇 |
力学 | 768篇 |
综合类 | 36篇 |
数学 | 2500篇 |
物理学 | 1792篇 |
出版年
2023年 | 42篇 |
2022年 | 49篇 |
2021年 | 128篇 |
2020年 | 137篇 |
2019年 | 130篇 |
2018年 | 115篇 |
2017年 | 108篇 |
2016年 | 122篇 |
2015年 | 127篇 |
2014年 | 194篇 |
2013年 | 472篇 |
2012年 | 207篇 |
2011年 | 237篇 |
2010年 | 215篇 |
2009年 | 300篇 |
2008年 | 334篇 |
2007年 | 361篇 |
2006年 | 272篇 |
2005年 | 207篇 |
2004年 | 174篇 |
2003年 | 200篇 |
2002年 | 228篇 |
2001年 | 202篇 |
2000年 | 216篇 |
1999年 | 183篇 |
1998年 | 187篇 |
1997年 | 91篇 |
1996年 | 76篇 |
1995年 | 79篇 |
1994年 | 83篇 |
1993年 | 56篇 |
1992年 | 68篇 |
1991年 | 50篇 |
1990年 | 50篇 |
1989年 | 49篇 |
1988年 | 34篇 |
1987年 | 55篇 |
1986年 | 27篇 |
1985年 | 63篇 |
1984年 | 40篇 |
1983年 | 26篇 |
1982年 | 37篇 |
1981年 | 12篇 |
1980年 | 19篇 |
1979年 | 24篇 |
1978年 | 14篇 |
1977年 | 22篇 |
1976年 | 16篇 |
1975年 | 9篇 |
1973年 | 10篇 |
排序方式: 共有6182条查询结果,搜索用时 296 毫秒
21.
Jose Manuel Corcuera Joao Guerra David Nualart Wim Schoutens 《Applied Mathematics and Optimization》2006,53(3):279-309
In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric
Levy process (taking into account jumps).
Except for the geometric Brownian model and the geometric Poissonian model, the
resulting models are incomplete and there are many equivalent martingale measures.
However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets
and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios
based in stocks
and bonds, showing that the new assets are superfluous for certain martingale measures
that depend on the utility function we use. 相似文献
22.
A. Budhiraja 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2003,39(6):2318-941
In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as
- (a) uniqueness of invariant measure for the signal,
- (b) uniqueness of invariant measure for the pair (signal, filter),
- (c) a finite memory property of the filter,
- (d) a property of finite time dependence between the signal and observation σ fields and
- (e) asymptotic stability of the filter.
23.
It has been shown that the kinetics of intramolecular processes and time-resolved spectra with allowance for the quantum beats of the resonant states of isomers or isolated subsystems of levels of one isomeric form can be described with the use of a molecular model interpreting the effect of beats as a nonradiative transition. We have obtained an expression for the nonradiative transition probability, which is directly proportional to the beat frequency and depends oscillatorily on time, thus modeling the effect of beats. The parameter of the molecular system model is the beat frequency directly related to the parameter characterizing the intramolecular interisomeric interactions (the corresponding nondiagonal element of the energy matrix) rather than the value of the nonradiative transition probability. The character of the change in the level populations and, accordingly, in the band intensities in the spectra in the proposed model is in good agreement with the experiment, including the fine structure of the time dependences — oscillations of the line intensities. In analyzing the temporal experiment with a high resolution, it is necessary to take into account the instrument function leading to quantitative and qualitative changes in the time dependences. The traditional model of nonradiative transitions with a constant probability value has a very limited range of applicability — very high beat frequencies compared to the probability of optical transitions. 相似文献
24.
We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
25.
本文在经典风险模型的基础上,将索赔到达过程推广为更新过程,索赔可以批量到达,且带有常数利息力和Brown运动干扰项,得到一个新的风险模型,运用Markov骨架过程的方法,得出盈余过程的瞬时分布和生存概率. 相似文献
26.
We consider the estimation of multivariate regression functions r(x1,…,xd) and their partial derivatives up to a total order p1 using high-order local polynomial fitting. The processes {Yi,Xi} are assumed to be (jointly) associated. Joint asymptotic normality is established for the estimates of the regression function r and all its partial derivatives up to the total order p. Expressions for the bias and variance/covariance matrix (of the asymptotic distribution) are given. 相似文献
27.
Solomon Fekade Mulugeta Bekele 《The European Physical Journal B - Condensed Matter and Complex Systems》2002,26(3):369-374
We analyze the relaxation behavior of a bistable system when the background temperature profile is inhomogeneous due to the
presence of a localized hot region (blowtorch) on one side of the potential barrier. Since the diffusion equation for inhomogeneous
medium is model-dependent, we consider two physical models to study the kinetics of such system. Using a conventional stochastic
method, we obtain the escape and equilibration rates of the system for the two physical models. For both models, we find that
the hot region enhances the escape rate from the well where it is placed while it retards the escape rate from the other well. However, the value of the escape rate from the well where the hot region is placed differs
for the two models while that of the escape rate from the other well is identical for both. This work, for the first time,
gives a detailed report of the similarities and differences of the escape rates and, hence, exposes the common and distinct
features of the two known physical models in determining the way the bistable system relaxes.
Received 25 September 2001 相似文献
28.
Olav Kallenberg 《Stochastic Processes and their Applications》1992,40(2):199-223
From the predictable reduction of a marked point process to Poisson, we derive a similar reduction theorem for purely discontinuous martingales to processes with independent increments. Both results are then used to examine the existence of stochastic integrals with respect to stable Lévy processes, and to prove a variety of time change representations for such integrals. The Knight phenomenon, where possibly dependent but orthogonal processes become independent after individual time changes, emerges as a general principle. 相似文献
29.
Simple expressions are given for the mean delay, mean waiting time, and mean busy period length in a multiplexer. Data streams with active periods having a general distribution are permitted, and the data rate during the active periods can be random. Data can also arrive in batches. The key restrictions of the model are that the sources are independent, idle periods are exponentially distributed, and a source generates at least enough data during an active period to keep the server busy throughout the period. The exact formulas allow evaluation of the error in approximations such as a heavy traffic diffusion approximation.Both continuous and discrete time models are considered. The discrete-time model includes that studied by Viterbi and subsequently generalized by Neuts. The Pollaczek-Khinchine formula for the mean amount of work in anM/GI/1 queue is retrieved as a limiting case.Preliminary version presented at IEEE INFOCOM, San Francisco, April 1993. 相似文献
30.
Esa Nummelin 《Journal of Theoretical Probability》1994,7(4):739-756
The paper is concerned with characterization results for distributional regeneration. It is shown that distributional regeneration is equivalent to renewal representation of the associated (shift) Markov operator. A sufficient condition for the distributional regeneration of the transfer operator in terms of variation is also formulated. Finally, a minorization condition is formulated and proved to be sufficient for recurrent co-Feller operators. 相似文献