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1.
We study the induced measure obtained from a 1-step Markov measure, supported by a topological Markov chain, after the mapping of the original alphabet onto another one. We give sufficient conditions for the induced measure to be a Gibbs measure (in the sense of Bowen) when the factor system is again a topological Markov chain. This amounts to constructing, when it does exist, the induced potential and proving its Hölder continuity. This is achieved through a matrix method. We provide examples and counterexamples to illustrate our results. 相似文献
2.
Abstract. We propose a general approach to deal with nonlinear, nonconvex variational problems based on a reformulation of the problem
resulting in an optimization problem with linear cost functional and convex constraints. As a first step we explicitly explore
these ideas to some one-dimensional variational problems and obtain specific conclusions of an analytical and numerical nature. 相似文献
3.
For vector quasivariational inequalities involving multifunctions in topological vector spaces, an existence result is obtained without a monotonicity assumption and with a convergence assumption weaker than semicontinuity. A new type of quasivariational inequality is proposed. Applications to quasicomplementarity problems and traffic network equilibria are considered. In particular, definitions of weak and strong Wardrop equilibria are introduced for the case of multivalued cost functions. 相似文献
4.
Hans TRIEBEL 《应用数学学报(英文版)》2004,(4)
The paper deals with multifractal quantities for some types of Radon measures,especiallyself-similar probability measures,and their relations to Besov spaces. 相似文献
5.
In this paper, the authors deal with bifunctions defined on complete metric spaces and with values in locally convex spaces ordered by closed convex cones. The aim is to provide a vector version of Ekeland’s theorem related to equilibrium problems. To prove this principle, a weak notion of continuity of a vector-valued function is considered, and some of its properties are presented. Via the vector Ekeland’s principle, existence results for vector equilibria are proved in both compact and noncompact domains. 相似文献
6.
A. Budhiraja 《Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques》2003,39(6):2318-941
In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as
- (a) uniqueness of invariant measure for the signal,
- (b) uniqueness of invariant measure for the pair (signal, filter),
- (c) a finite memory property of the filter,
- (d) a property of finite time dependence between the signal and observation σ fields and
- (e) asymptotic stability of the filter.
7.
Il Bong Jung Alan Lambert Jan Stochel 《Proceedings of the American Mathematical Society》2004,132(8):2291-2302
The concept of backward extension for subnormal weighted shifts is generalized to arbitrary subnormal operators. Several differences and similarities in these contexts are explored, with emphasis on the structure of the underlying measures.
8.
Andrea Grosso Marco Locatelli Fabio Schoen 《Computational Optimization and Applications》2007,38(3):351-370
In this paper we perform a computational analysis of a population based approach for global optimization, Population Basin
Hopping (PBH), which was proven to be very efficient on very challenging global optimization problems by the authors (see
). The experimental analysis aims at understanding more deeply how the approach works and why it is successful on challenging
problems. 相似文献
9.
分析了几种相关结构函数(Copula)表示的相关结构模型,给出了用相关结构函数对金融资产间的相关结构进行建模的方法.结果表明混合Gumbel(M-Gumbel)相关结构函数能较全面地描述上海深圳两证券指数的相关结构,模拟计算VaR的结果支持了实证分析的结论. 相似文献
10.
We study a class of ‘nonpoissonian’ transformations of the configuration space and the corresponding transformations of the Poisson measure. For some class of Poisson measures we find conditions which are sufficient for the transformed measure (which in general is nonpoissonian) to be absolutely continuous with respect to the initial Poisson measure and get the expression for the corresponding Radon–Nikodym derivative. To solve this problem we use a distributional approach to Poisson multiple stochastic integrals. 相似文献