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121.
THE SPACE—FRACTIONAL TELEGRAPH EQUATION AND THE RELATED FRACTIONAL TELEGRAPH PROCESS 总被引:1,自引:0,他引:1
The space-fractional telegraph equation is analyzed and the Fourier transform of its fundamental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies the space-fractional telegraph equation, is presented. Its limiting behaviour and the connection with symmetric stable processes is also examined. 相似文献
122.
A 'chaos expansion' of the intersection local time functional of two independent Brownian motions in R
d
is given. The expansion is in terms of normal products of white noise (corresponding to multiple Wiener integrals). As a consequence of the local structure of the normal products, the kernel functions in the expansion are explicitly given and exhibit clearly the dimension dependent singularities of the local time functional. Their L
p
-properties are discussed. An important tool for deriving the chaos expansion is a computation of the 'S-transform' of the corresponding regularized intersection local times and a control about their singular limit. 相似文献
123.
Let t be a continuous Markov chain on N states. Consider adjoining a Brownian motion with this Markov chain so that the drift and the variance take different values when t is in different states. This new process Zt is a hidden Markov process. We study the probability distribution of the first passage time for Zt.Our result, when applied to the stock market, provides an explicit mathematical interpretation of the fact that in finite time, there is positive probability for the bull (bear) market to become bear (bull). 相似文献
124.
Remarks on Herz-Type Hardy Spaces 总被引:4,自引:0,他引:4
Akihiko Miyachi 《数学学报(英文版)》2001,17(2):339-360
Basic properties of the Herz-type Hardy spaces
, such as the boundedness of singular integral operators and the fractional integration operators, atomic decomposition, dense
subspaces, etc., are established in the full range 0 < q < ∞.
Partly supported by the Grants-in-Aid for Scientific Research (A)(1)11304009, (B)(1)10440046, Japan Society
for the Promotion of Science. 相似文献
125.
Hrvoje Šikić 《Journal of Theoretical Probability》2000,13(2):571-574
We prove that for a>0, (B
t) one-dimensional standard Brownian motion and
0=inf{t>0 : B
t=0} the following zero–one law is valid
相似文献
126.
E. Scalas U. Garibaldi S. Donadio 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,60(2):271-272
This erratum corrects a mistake in reference [E. Scalas, U. Garibaldi, S. Donadio, Eur. Phys. J. B 53, 267 (2006)].
In that paper,
we needed an aperiodic version of the BDY game, but, in formula (1),
we incorrectly presented
a periodic transition matrix of period 2 in the special case of g = 2 agents.
Here, we present the right aperiodic version. 相似文献
127.
B. Dybiec L. Schimansky-Geier 《The European Physical Journal B - Condensed Matter and Complex Systems》2007,57(3):313-320
We study the stationary probability density of a Brownian particle in a potential with a single-well subject to the purely
additive thermal and dichotomous noise sources. We find situations where bimodality of stationary densities emerges due to
presence of dichotomous noise. The solutions are constructed using stochastic dynamics (Langevin equation) or by discretization
of the corresponding Fokker-Planck equations. We find that in models with both noises being additive the potential has to
grow faster than |x| in order to obtain bimodality. For potentials ∝|x| stationary solutions are always of the double exponential
form. 相似文献
128.
129.
This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical results point to the evidence of the existence of integrated behaviour among several of those stock market indexes of different dimensions. It seems, therefore, that the behaviour of these markets tends to some uniformity, which can be interpreted as the existence of a similar behaviour facing to shocks that may affect the worldwide economy. Whether this is a cause or a consequence of market globalization is an issue that may be stressed in future work. 相似文献
130.
The Bak-Sneppen model of co-evolution is used to derive synthetic time series with a priori specified fractal dimension (or Hurst exponent) through a mixing of processes in various lattice dimensions. Both theoretical and numerical analyses concern the avalanches at the critical threshold and provide a model for time series reconstruction that can be tested as an alternative to the classical fractional Brownian motion (fBm) because of differences in properties. New results on critical threshold and avalanche structure are obtained up to Euclidean dimension d=6. The method involves a lattice-based structure and therefore is suitable for the application of parallel computing. 相似文献