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981.
The shift from defined benefit (DB) to defined contribution (DC) is pervasive among pension funds, due to demographic changes and macroeconomic pressures. In DB all risks are borne by the provider, while in plain vanilla DC all risks are borne by the beneficiary. However, for DC to provide income security some kind of guarantee is required. A minimum guarantee clause can be modeled as a put option written on some underlying reference portfolio and we develop a discrete model that selects the reference portfolio to minimize the cost of a guarantee. While the relation DB–DC is typically viewed as a binary one, the model shows how to price a wide range of guarantees creating a continuum between DB and DC. Integrating guarantee pricing with asset allocation decision is useful to both pension fund managers and regulators. The former are given a yardstick to assess if a given asset portfolio is fit-for-purpose; the latter can assess differences of specific reference funds with respect to the optimal one, signaling possible cases of moral hazard. We develop the model and report numerical results to illustrate its uses. 相似文献
982.
Performance-based budgeting has received increasing attention from public and for-profit organizations in an effort to achieve a fair and balanced allocation of funds among their individual producers or operating units for overall system optimization. Although existing frontier estimation models can be used to measure and rank the performance of each producer, few studies have addressed how the mismeasurement by frontier estimation models affects the budget allocation and system performance. There is therefore a need for analysis of the accuracy of performance assessments in performance-based budgeting. This paper reports the results of a Monte Carlo analysis in which measurement errors are introduced and the system throughput in various experimental scenarios is compared. Each scenario assumes a different multi-period budgeting strategy and production frontier estimation model; the frontier estimation models considered are stochastic frontier analysis (SFA) and data envelopment analysis (DEA). The main results are as follows: (1) the selection of a proper budgeting strategy and benchmark model can lead to substantial improvement in the system throughput; (2) a “peanut butter” strategy outperforms a discriminative strategy in the presence of relatively high measurement errors, but a discriminative strategy is preferred for small measurement errors; (3) frontier estimation models outperform models with randomly-generated ranks even in cases with relatively high measurement errors; (4) SFA outperforms DEA for small measurement errors, but DEA becomes increasingly favorable relative to SFA as the measurement errors increase. 相似文献
983.
984.
Using stochastic flows of diffeomorphisms relating to a Markov chain together with the Itô's differentiation rule, the differentiability of the price of a European-style contingent claim with respect to the underlying state variables is proved in a continuous-time Markov chain market. The differentiability results are also used to calculate the Greeks for hedging. 相似文献
985.
E. J. Allen 《随机分析与应用》2015,33(3):510-518
The doubling-time probability density of a growth process is the probability density for the time it takes for the size to double. Doubling-time probability densities are useful in studying growth rates, for example, of organisms, populations, financial products, or chemical reactions. Three fundamental stochastic models of growth are investigated for their doubling-time probability densities. It is shown that two of the stochastic models have doubling-time probability densities which are inverse Gaussian. Although the third stochastic model’s doubling-time density does not have a simple analytical form, it is shown to be approximately inverse Gaussian under a reasonable hypothesis on the model’s parameters. Two data sets for doubling time, spruce seedling size and Texas Mega Millions Lottery jackpot, are fit to inverse Gaussian distributions. 相似文献
986.
Olivier Menoukeu-Pamen 《随机分析与应用》2015,33(4):673-700
We prove an existence and uniqueness result for non-linear time-advanced backward stochastic partial differential equations with jumps (ABSPDEJs). We then apply our results to study a time-advanced backward type of stochastic generalized porous medium equations with jumps. 相似文献
987.
Xiliang Fan 《随机分析与应用》2015,33(2):199-212
By using coupling by change of measures, the Driver-type integration by parts formula is established for a class of stochastic differential equations driven by fractional Brownian motions. As applications, (log) shift Harnack inequalities and estimates on the distribution density of the solutions are presented. 相似文献
988.
The basic assumptions for the depth-dependent Ekman equations are presented. An analysis of three wind stress time series, from different geographical locations, is performed: The results lead to interpret the wind stress as a stochastic process, with components fluctuating with deterministic frequencies. The stochastic equations coupling wind stress and ocean currents are formulated; their solutions are stochastically bounded. Results of numerical simulations are given to show the main behaviors of the system. 相似文献
989.
Reiichiro Kawai 《随机分析与应用》2015,33(5):844-862
We transform suitable smooth functions into hard bounds for the solution to boundary value and obstacle problems for elliptic partial differential equations based on the probabilistic Feynman-Kac representation. Unlike standard approximate solutions, hard solution bounds are intended to limit the location of the solution, possibly to a large extent, and, thus, have the potential to be very useful information. Our approach requires two main steps. First, the violation of sufficient conditions is quantified for the test function to be a hard bounding function. After extracting those violation terms from the Feynman-Kac representation, it remains to deal with a boundary value problem with constant input data. Although the probabilistic Feynman-Kac representation is employed, the resulting numerical method is deterministic without the need for sophisticated probabilistic numerical methods, such as sample paths generation of reflected diffusion processes. Throughout this article, we provide numerical examples to illustrate the effectiveness of the proposed method. 相似文献
990.
Luisa Beghin 《随机分析与应用》2015,33(5):903-926
We introduce and study fractional generalizations of the well-known Gamma process, in the following sense: the corresponding densities are proved to satisfy the same differential equation as the usual Gamma process, but with the shift operator replaced by its fractional version of order ν > 0. In the case ν > 1, the solution corresponds to the density of a Gamma process time-changed by an independent stable subordinator of index 1/ν. For ν less than one an analogous result holds, with the subordinator replaced by the inverse. In this case the fractional Gamma process is proved to be a non-stationary version of the standard one, with power law behavior of the expected value. Hence it can be considered a useful tool in modelling stochastic deterioration in the non-linear cases, a situation which often occurs in real data (see i.e., [42] and the references therein).As a consequence of the previous results, the fractional generalizations of some Gamma subordinated processes (i.e. the Variance Gamma, the Geometric Stable and the Negative Binomial) are introduced and the corresponding fractional differential equations are obtained. These processes are particularly relevant for a wide range of financial and technological applications. 相似文献