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排序方式: 共有323条查询结果,搜索用时 15 毫秒
1.
Jamil Chaker 《Mathematische Nachrichten》2019,292(11):2316-2337
We consider systems of stochastic differential equations of the form for with continuous, bounded and non‐degenerate coefficients. Here are independent one‐dimensional stable processes with . In this article we research on uniqueness of weak solutions to such systems by studying the corresponding martingale problem. We prove the uniqueness of weak solutions in the case of diagonal coefficient matrices. 相似文献
2.
Participating contracts are popular insurance policies, in which the payoff to a policyholder is linked to the performance of a portfolio managed by the insurer. We consider the portfolio selection problem of an insurer that offers participating contracts and has an S-shaped utility function. Applying the martingale approach, closed-form solutions are obtained. The resulting optimal strategies are compared with portfolio insurance hedging strategies (CPPI and OBPI). We also study numerical solutions of the portfolio selection problem with constraints on the portfolio weights. 相似文献
3.
As a first step towards the numerical analysis of the stochastic primitive equations of the atmosphere and the oceans,the time discretization of these equations by an implicit Euler scheme is studied.From the deterministic point of view,the 3D primitive equations are studied in their full form on a general domain and with physically realistic boundary conditions.From the probabilistic viewpoint,this paper deals with a wide class of nonlinear,state dependent,white noise forcings which may be interpreted in either the It6 or the Stratonovich sense.The proof of convergence of the Euler scheme,which is carried out within an abstract framework,covers the equations for the oceans,the atmosphere,the coupled oceanic-atmospheric system as well as other related geophysical equations.The authors obtain the existence of solutions which are weak in both the PDE and probabilistic sense,a result which is new by itself to the best of our knowledge. 相似文献
4.
Henning Sulzbach 《Random Structures and Algorithms》2017,50(3):493-508
For a martingale (Xn) converging almost surely to a random variable X, the sequence (Xn– X) is called martingale tail sum. Recently, Neininger (Random Structures Algorithms 46 (2015), 346–361) proved a central limit theorem for the martingale tail sum of Régnier's martingale for the path length in random binary search trees. Grübel and Kabluchko (in press) gave an alternative proof also conjecturing a corresponding law of the iterated logarithm. We prove the central limit theorem with convergence of higher moments and the law of the iterated logarithm for a family of trees containing binary search trees, recursive trees and plane‐oriented recursive trees. © 2016 Wiley Periodicals, Inc. Random Struct. Alg., 50, 493–508, 2017 相似文献
5.
任颜波 《数学年刊A辑(中文版)》2015,36(2):119-128
对3类由凹函数生成的弱Orlicz鞅空间建立了相应的弱原子分解.作为应用,首先给出了这些弱Orlicz鞅空间上次线性算子有界的一个充分条件,并在此基础上证明了一些弱型鞅不等式,然后证明了关于这些弱Orlicz鞅空间的Marcinkiewicz型插值定理. 相似文献
6.
The purpose of this work is to examine the stationary motion and stability properties of stationary motion of two degree-of-freedom
noisy auto-parametric systems We shall use analytical techniques to extend the existing results to examine such multi-dimensional
nonlinear systems with noise, and in particular additive white noise. We obtain an approximation for the top Lyapunov exponent,
the exponential growth rate, of the response of the so-called single-mode stationary motion. We show analytically that the top Lyapunov exponent is positive, and for small values of noise intensity
ɛ and dissipation ɛ2 the exponent grows in proportion with ɛ2/3. 相似文献
7.
This paper is devoted to numerical solutions for a class of jump-diffusions with regime switching. After briefly reviewing the notion of jump-diffusions with regime switching, finite-difference procedures are constructed. Under simple conditions, it is proved that the algorithm converges to the desired limit by means of a martingale problem formulation. Numerical experiments are carried out to demonstrate the performance of the algorithm. 相似文献
8.
For some spatial branching processes with interaction considered as measure–valued processes, convergence to solutions of non–linear macroscopic equation and local equilibrium are proved, without scaling but providing each particle with a small mass ε and assuming convergence of the initial distribution when ε goes to 0 相似文献
9.
《Physics letters. A》2014,378(38-39):2831-2844
A new global stochastic search, guided mainly through derivative-free directional information computable from the sample statistical moments of the design variables within a Monte Carlo setup, is proposed. The search is aided by imparting to the directional update term additional layers of random perturbations referred to as ‘coalescence’ and ‘scrambling’. A selection step, constituting yet another avenue for random perturbation, completes the global search. The direction-driven nature of the search is manifest in the local extremization and coalescence components, which are posed as martingale problems that yield gain-like update terms upon discretization. As anticipated and numerically demonstrated, to a limited extent, against the problem of parameter recovery given the chaotic response histories of a couple of nonlinear oscillators, the proposed method appears to offer a more rational, more accurate and faster alternative to most available evolutionary schemes, prominently the particle swarm optimization. 相似文献
10.