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61.
A Markov observation model with dividend is defined and the interpretation of the practical significance is given. We try to use an irreducible and homogeneous discrete-time Markov chain to modulate the inter-observation times and embed a dividend strategy. In the Markov observation model with dividend, a system of liner equations for the expected discounted value of dividends until ruin time is derived. Moreover, an explicit expression is obtained and proved. Finally, some interesting properties are illustrated by numerical analysis and by comparing with the complete compound binomial model with dividend. 相似文献
62.
This article considers a Markov-dependent risk model with a constant dividend barrier. A system of integro-differential equations with boundary conditions satisfied by the expected discounted penalty function, with given initial environment state, is derived and solved. Explicit formulas for the discounted penalty function are obtained when the initial surplus is zero or when all the claim amount distributions are from rational family. In two state model, numerical illustrations with exponential claim amounts are given. 相似文献
63.
This paper considers the problem of locating a single facility in the presence of a line barrier that occurs randomly on a given horizontal route on the plane. The objective is to locate this new facility such that the sum of the expected rectilinear distances from the facility to the demand points in the presence of the probabilistic barrier is minimized. Some properties of the problem are reported, a solution algorithm is provided with an example problem, and some future extensions to the problem are discussed. 相似文献
64.
In this paper, we establish closed‐form formulas for key probabilistic properties of the cone‐constrained optimal mean‐variance strategy, in a continuous market model driven by a multidimensional Brownian motion and deterministic coefficients. In particular, we compute the probability to obtain to a point, during the investment horizon, where the accumulated wealth is large enough to be fully reinvested in the money market, and safely grow there to meet the investor's financial goal at terminal time. We conclude that the result of Li and Zhou [Ann. Appl. Prob., v.16, pp.1751–1763, (2006)] in the unconstrained case carries over when conic constraints are present: the former probability is lower bounded by 80% no matter the market coefficients, trading constraints, and investment goal. We also compute the expected terminal wealth given that the investor's goal is underachieved, for both the mean‐variance strategy and the aforementioned hybrid strategy where transfer to the money market occurs if it allows to safely achieve the goal. The former probabilities and expectations are also provided in the case where all risky assets held are liquidated if financial distress is encountered. These results provide investors with novel practical tools to support portfolio decision‐making and analysis. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
65.
We obtain a necessary and sufficient condition for the decomposition of the spectrum of an arbitrary nonsymmetric potential whose least value is attained at finitely many points. 相似文献
66.
Horváth and Kiss (Proc. Amer. Math. Soc., 2005) proved the upper bound estimate for Dirichlet eigenvalue ratios of the Schrödinger problem ?y′′ + q(x)y = λy with nonnegative and single‐well potential q. In this paper, we prove that if q(x) is a nonpositive, continuous, and single‐barrier potential, then for λn > λm≥ ? 2q?, where . In particular, if q(x) satisfies the additional condition , then λ1 > 0 and for n > m ≥ 1. For this result, we develop a new approach to study the monotonicity of the modified Prüfer angle function. 相似文献
67.
68.
Xu Longfeng 《Annals of Differential Equations》2006,22(2):192-203
A Stefan problem with nonlinear boundary flux and internal convection of a material are considered. The existence, uniqueness and continuous dependence of globally weak solution of this problem are obtained. This paper extends the results of Fahuai Yi and T.M.Shih, relaxes restrictions that does not be to accord with reality very much on internal convection and boundary conditions in their articles. 相似文献
69.
We consider the maximum function f resulting from a finite number of smooth functions. The logarithmic barrier function of the epigraph of f gives rise to a smooth approximation g
of f itself, where >0 denotes the approximation parameter. The one-parametric family g
converges – relative to a compact subset – uniformly to the function f as tends to zero. Under nondegeneracy assumptions we show that the stationary points of g
and f correspond to each other, and that their respective Morse indices coincide. The latter correspondence is obtained by establishing smooth curves x() of stationary points for g
, where each x() converges to the corresponding stationary point of f as tends to zero. In case of a strongly unique local minimizer, we show that the nondegeneracy assumption may be relaxed in order to obtain a smooth curve x(). 相似文献
70.
Luca Vincenzo Ballestra 《Applied mathematics and computation》2011,218(8):4192-4210
In this paper we propose a new method for pricing double-barrier options with moving barriers under the Black-Scholes and the CEV models. First of all, by applying a variational technique typical of the boundary element method, we derive an integral representation of the double-barrier option price in which two of the integrand functions are not given explicitly but must be obtained solving a system of Volterra integral equations of the first kind. Second, we develop an ad hoc numerical method to regularize and solve the system of integral equations obtained. Several numerical experiments are carried out showing that the overall algorithm is extraordinarily fast and accurate, even if the barriers are not differentiable functions. Moreover the numerical method presented in this paper performs significantly better than the finite difference approach. 相似文献