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101.
Jaume Martí-Farré 《Discrete Applied Mathematics》2006,154(3):552-563
The characterization of ideal access structures and the search for bounds on the optimal information rate are two important problems in secret sharing. These problems are studied in this paper for access structures with intersection number equal to one, that is, structures such that there is at most one participant in the intersection of any two different minimal qualified subsets. The main result in this work is the complete characterization of the ideal access structures with intersection number equal to one. In addition, bounds on the optimal information rate are provided for the non-ideal case. 相似文献
102.
103.
Single nucleotide polymorphisms (SNPs) are the most common genetic polymorphisms and play a major role in many inherited diseases. Methylenetetrahydrofolate dehydrogenase 1 (MTHFD1) is one of the enzymes involved in folate metabolism. In the present study, the functional and structural consequences of nsSNPs of human MTHFD1 gene was analyzed using various computational tools like SIFT, PolyPhen2, PANTHER, PROVEAN, SNAP2, nsSNPAnalyzer, PhD-SNP, SNPs&GO, I-Mutant, MuPro, ConSurf, InterPro, NCBI Conserved Domain Search tool, ModPred, SPARKS-X, RAMPAGE, FT Site and PyMol. Out of 327 nsSNPs form human MTHFD1 gene, total 45 SNPs were predicted as functionally most significant SNPs, among which 17 were highly conserved and functional, 17 were highly conserved and structural residues. Among 45 most significant SNPs, 15 were predicted to be involved in post translational modifications. The p.Gly165Arg may interfere in homodimer interface formation. The p.Asn439Lys and p.Asp445Asn may interfere in binding interactions of MTHFD1 protein with cesium cation and potassium. The two SNPs (p.Asp562Gly and p.Gly637Cys) might interfere in interactions of MTHFD1 with ligand. 相似文献
104.
In this paper we investigate the hedging problem of a unit-linked life insurance contract via the local risk-minimization approach, when the insurer has a restricted information on the market. In particular, we consider an endowment insurance contract, that is a combination of a term insurance policy and a pure endowment, whose final value depends on the trend of a stock market where the premia the policyholder pays are invested. To allow for mutual dependence between the financial and the insurance markets, we use the progressive enlargement of filtration approach. We assume that the stock price process dynamics depends on an exogenous unobservable stochastic factor that also influences the mortality rate of the policyholder. We characterize the optimal hedging strategy in terms of the integrand in the Galtchouk–Kunita–Watanabe decomposition of the insurance claim with respect to the minimal martingale measure and the available information flow. We provide an explicit formula by means of predictable projection of the corresponding hedging strategy under full information with respect to the natural filtration of the risky asset price and the minimal martingale measure. Finally, we discuss applications in a Markovian setting via filtering. 相似文献
105.
功能完善的地质工程监测系统在水电工程、环境工程及露天采矿工程等等中的重要性己日益显露出来。为此, 本文提出了地质工程监测信息系统的构想, 并从开发方法选择、功能需求分析、系统设计特征及系统开发实施四个主要方面, 对地质工程监测信息系统开发中若干重要问题进行了探讨。 相似文献
106.
107.
Definitions of the limit of detection (LOD) based on the probability of false positive and/or false negative errors have been proposed over the past years. Although such definitions are straightforward and valid for any kind of analytical system, proposed methodologies to estimate the LOD are usually simplified to signals with Gaussian noise. Additionally, there is a general misconception that two systems with the same LOD provide the same amount of information on the source regardless of the prior probability of presenting a blank/analyte sample. Based upon an analogy between an analytical system and a binary communication channel, in this paper we show that the amount of information that can be extracted from an analytical system depends on the probability of presenting the two different possible states. We propose a new definition of LOD utilizing information theory tools that deals with noise of any kind and allows the introduction of prior knowledge easily. Unlike most traditional LOD estimation approaches, the proposed definition is based on the amount of information that the chemical instrumentation system provides on the chemical information source. Our findings indicate that the benchmark of analytical systems based on the ability to provide information about the presence/absence of the analyte (our proposed approach) is a more general and proper framework, while converging to the usual values when dealing with Gaussian noise. 相似文献
108.
Emmanuel Onzon 《Statistics & probability letters》2011,81(3):429-437
We derive and discuss a matricial Cramér-Rao type inequality for the quadratic prediction error matrix. A study of the attainment of the bound follows. Then we introduce an unbiased predictor for a bivariate Poisson process and prove that it is efficient, i.e. its quadratic error attains the Cramér-Rao bound. 相似文献
109.
Masayuki Kumon Akimichi Takemura Kei Takeuchi 《Stochastic Processes and their Applications》2011,121(1):155-183
We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001) [10]. By studying the asymptotic behavior of its capital process, we prove a generalization of the strong law of large numbers, where the convergence rate of the sample mean vector depends on the growth rate of the quadratic variation process. The growth rate of the quadratic variation process may be slower than the number of rounds or may even be zero. We also introduce an information criterion for selecting efficient betting items. These results are then applied to multiple asset trading strategies in discrete-time and continuous-time games. In the case of a continuous-time game we present a measure of the jaggedness of a vector-valued continuous process. Our results are examined by several numerical examples. 相似文献
110.
The impact of sharing customer returns information in a supply chain with and without a buyback policy 总被引:1,自引:0,他引:1
Jing Chen 《European Journal of Operational Research》2011,213(3):478-488
In this paper, we examine a single period problem in a supply chain in which a Stackelberg manufacturer supplies a product to a retailer who faces customer returns and demand uncertainty. We show that the manufacturer incurs a significant profit loss with and without a buyback policy if it fails to account for customer returns in the wholesale price decision. Under the assumption that the retailer is better informed than the manufacturer on customer returns information, we show that without a buyback policy, the retailer prefers not to share if the manufacturer overestimates while it prefers to share customer returns information if the manufacturer underestimates this information. If the manufacturer offers a buyback policy, we have the opposite results. We also discuss incentives to share the customer returns information and some of the issues that are raised in sharing this information. 相似文献