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991.
Stefania Corsaro Ioannis Kyriakou Daniele Marazzina Zelda Marino 《European Journal of Operational Research》2019,272(3):1082-1095
In this paper, we present a transform-based algorithm for pricing discretely monitored arithmetic Asian options with remarkable accuracy in a general stochastic volatility framework, including affine models and time-changed Lévy processes. The accuracy is justified both theoretically and experimentally. In addition, to speed up the valuation process, we employ high-performance computing technologies. More specifically, we develop a parallel option pricing system that can be easily reproduced on parallel computers, also realized as a cluster of personal computers. Numerical results showing the accuracy, speed and efficiency of the procedure are reported in the paper. 相似文献
992.
In this paper, we focus on a food chain chemostat model with general response functions, perturbed by white noise. Under appropriate assumptions, we establish sufficient conditions for the existence of a unique ergodic stationary distribution by using stochastic Lyapunov analysis method. Our main effort is to construct the suitable Lyapunov function. 相似文献
993.
A continuous time stochastic model is used to study a hybrid pension plan, where both the contribution and benefit levels are adjusted depending on the performance of the plan, with risk sharing between different generations. The pension fund is invested in a risk-free asset and multiple risky assets. The objective is to seek an optimal investment strategy and optimal risk-sharing arrangements for plan trustees and participants so that this proposed hybrid pension system provides adequate and stable income to retirees while adjusting contributions effectively, as well as keeping its sustainability in the long run. These goals are achieved by minimizing the expected discount disutility of intermediate adjustment for both benefits and contributions and that of terminal wealth in finite time horizon. Using the stochastic optimal control approach, closed-form solutions are derived under quadratic loss function and exponential loss function. Numerical analysis is presented to illustrate the sensitivity of the optimal strategies to parameters of the financial market and how the optimal benefit changes with respect to different risk aversions. Through numerical analysis, we find that the optimal strategies do adjust the contributions and retirement benefits according to fund performance and model objectives so the intergenerational risk sharing seem effectively achieved for this collective hybrid pension plan. 相似文献
994.
995.
Philip A. Ernst Wilfrid S. Kendall Gareth O. Roberts Jeffrey S. Rosenthal 《Stochastic Processes and their Applications》2019,129(2):355-380
Classical coupling constructions arrange for copies of the same Markov process started at two different initial states to become equal as soon as possible. In this paper, we consider an alternative coupling framework in which one seeks to arrange for two different Markov (or other stochastic) processes to remain equal for as long as possible, when started in the same state. We refer to this “un-coupling” or “maximal agreement” construction as MEXIT, standing for “maximal exit”. After highlighting the importance of un-coupling arguments in a few key statistical and probabilistic settings, we develop an explicit MEXIT construction for stochastic processes in discrete time with countable state-space. This construction is generalized to random processes on general state-space running in continuous time, and then exemplified by discussion of MEXIT for Brownian motions with two different constant drifts. 相似文献
996.
The authors study the fluid dynamic behavior of the stochastic
Galerkin (SG for short) approximation to the kinetic Fokker-Planck
equation with random uncertainty. While the SG system at the kinetic
level is hyperbolic, its fluid dynamic limit, as the Knudsen number
goes to zero and the underlying kinetic equation approaches to the
uncertain isentropic Euler equations, is not necessarily hyperbolic,
as will be shown in the case study fashion for various orders of the
SG approximations. 相似文献
997.
The bidomain system of degenerate reaction–diffusion equations is a well-established spatial model of electrical activity in cardiac tissue, with “reaction” linked to the cellular action potential and “diffusion” representing current flow between cells. The purpose of this paper is to introduce a “stochastically forced” version of the bidomain model that accounts for various random effects. We establish the existence of martingale (probabilistic weak) solutions to the stochastic bidomain model. The result is proved by means of an auxiliary nondegenerate system and the Faedo–Galerkin method. To prove convergence of the approximate solutions, we use the stochastic compactness method and Skorokhod–Jakubowski a.s. representations. Finally, via a pathwise uniqueness result, we conclude that the martingale solutions are pathwise (i.e., probabilistic strong) solutions. 相似文献
998.
We prove the strong well-posedness for stochastic differential equations driven by partial α-stable noise and partial Brownian noise. The drift coefficients belong to certain mixed-norm spaces, which generalize the known results even for stochastic differential equations with single noise cases. 相似文献
999.
Peng Gao 《Journal of Differential Equations》2019,266(10):6702-6738
The purpose of this paper is to establish Bogoliubov averaging principle of stochastic reaction–diffusion equation with a stochastic process and a small parameter. The solutions to stochastic reaction–diffusion equation can be approximated by solutions to averaged stochastic reaction–diffusion equation in the sense of convergence in probability and in distribution. Namely, we establish a weak law of large numbers for the solution of stochastic reaction–diffusion equation. 相似文献
1000.
In this paper we present the Wong–Zakai approximation results for a class of nonlinear SPDEs with locally monotone coefficients and driven by multiplicative Wiener noise. This model extends the classical monotone one and includes examples like stochastic 2d Navier–Stokes equations, stochastic porous medium equations, stochastic p-Laplace equations and stochastic reaction–diffusion equations. As a corollary, our approximation results also describe the support of the distribution of solutions. 相似文献