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71.
Pavel Pyrih 《Potential Analysis》1994,3(3):273-281
We study the set of functions in quasi-analytic classes and the set of finely holomorphic functions. We show that no one of these two sets is contained in the other.LetI denote the set of complex functionsf: for which there exists a quasi-analytic classC{M
n} containingf. Let denote the set of complex functionsf: for which there exist a fine domainU containing the real line and a function
finely holomorphic onU satisfyingf(x)=
(x) for allx . The power of unique continuation is incomparable in these two cases (I\ is non-empty, \I is non-empty).Research supported by the grant No. 201/93/2174 of Czech Grant Agency and by the grant No. 354 of Charles University. 相似文献
72.
Dmitrii S. Silvestrov 《Acta Appl Math》1994,34(1-2):109-124
Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300. 相似文献
73.
Wolfgang König 《Probability Theory and Related Fields》1994,100(4):513-544
Summary Consider a one-dimensional walk (S
k
)
k
having steps of bounded size, and weight the probability of the path with some factor 1–(0,1) for every single self-intersection up to timen. We prove thatS
n
/S
S converges towards some deterministic number called the effective drift of the self-repellent walk. Furthermore, this drift is shown to tend to the basic drift as tends to 0 and, as tends to 1, to the self-avoiding walk's drift which is introduced in [10]. The main tool of the present paper is a representation of the sequence of the local times as a functional of a certain Markov process.Partially supported by Swiss National Sciences Foundation Grant 20-36305.92 相似文献
74.
M. S. Ginovian 《Probability Theory and Related Fields》1994,100(3):395-406
Summary A central limit theorem for Toeplitz type quadratic functionals of a stationary Gaussian processX(t),t, is proved, generalizing the result of Avram [1] for discrete time processes. The result is applied to the problem of nonparametric estimation of linear functionals of an unknown spectral density function. We give some upper bounds for the minimax mean square risk of the nonparametric estimators, similar to those by Ibragimov and Has'minskii [12] for a probability density function. 相似文献
75.
Yuri Borovskikh 《Acta Appl Math》1994,35(3):213-298
U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established 相似文献
76.
Hiroshi Sugita 《Probability Theory and Related Fields》1994,100(1):117-130
Summary We show that each holomorphic Wiener function has a skeleton which is intrinsic from several viewpoints. In particular, we study the topological aspects of the skeletons by using the local Taylor expansion for holomorphic Wiener functions.Supported in part by the Grant-in-Aid for Science Research 03740120 Min. Education 相似文献
77.
Svante Janson 《Acta Appl Math》1994,34(1-2):7-15
We give an overview of the Stein-Chen method for establishing Poisson approximations of various random variables. Couplings of certain variables are used to gives explicit bounds for the total variation distance between the distribution of a random variable and a Poisson variable. Some applications are given. In some cases, explicit couplings may be used to obtain good estimates; in other applications it suffices to show the existence of couplings with certain monotonicity properties.Supported by the Göran Gustafsson Foundation for Research in Natural Sciences and Medicine. 相似文献
78.
We study hölder regularity of minimizers of the functional
, wherep(x) takes only two values and jumps across a Lipschitz surface. No restriction on the two values is imposed.This article was processed by the author using the Springer-Verlag TEX PJourlg macro package 1991. 相似文献
79.
The papers of R. Ramer and S. Kusuoka investigate conditions under which the probability measure induced by a nonlinear transformation on abstract Wiener space(,H,B) is absolutely continuous with respect to the abstract Wiener measure. These conditions reveal the importance of the underlying Hilbert spaceH but involve the spaceB in an essential way. The present paper gives conditions solely based onH and takes as its starting point, a nonlinear transformationT=I+F onH. New sufficient conditions for absolute continuity are given which do not seem easily comparable with those of Kusuoka or Ramer but are more general than those of Buckdahn and Enchev. The Ramer-Itô integral occurring in the expression for the Radon-Nikodym derivative is studied in some detail and, in the general context of white noise theory it is shown to be an anticipative stochastic integral which, under a stronger condition on the weak Gateaux derivative of F is directly related to the Ogawa integral.Research supported by the National Science Foundation and the Air Force Office of Scientific Research Grant No. F49620 92 J 0154 and the Army Research Office Grant No. DAAL 03 92 G 0008. 相似文献
80.
Summary Given two pointsx, yS
1 randomly chosen independently by a mixing absolutely continuous invariant measure of a piecewise expanding and smooth mapf of the circle, we consider for each >0 the point process obtained by recording the timesn>0 such that |f
n
(x)–f
n
(y)|. With the further assumption that the density of is bounded away from zero, we show that when tends to zero the above point process scaled by –1 converges in law to a marked Poisson point process with constant parameter measure. This parameter measure is given explicity by an average on the rate of expansion off.Partially supported by FAPESP grant number 90/3918-5 相似文献