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991.
Michele Nguyen Almut E. D. Veraart 《Stochastics An International Journal of Probability and Stochastic Processes》2018,90(7):1023-1052
While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a Lévy-driven spatio-temporal Ornstein–Uhlenbeck process by randomly varying its rate parameter to model both short-range and long-range dependence. This particular set-up allows for non-separable spatio-temporal correlations which are desirable for real applications, as well as flexible spatial covariances which arise from the shapes of influence regions. Theoretical properties such as spatio-temporal stationarity and second-order moments are established. An isotropic g-class is also used to illustrate how the memory of the process is related to the probability distribution of the rate parameter. We develop a simulation algorithm for the compound Poisson case which can be used to approximate other Lévy bases. The generalized method of moments is used for inference and simulation experiments are conducted with a view towards asymptotic properties. 相似文献
992.
993.
Pedro Terán 《Journal of Mathematical Analysis and Applications》2010,363(2):569-578
Recently, Balaji and Xu studied the consistency of stationary points, in the sense of the Clarke generalized gradient, for the sample average approximations to a one-stage stochastic optimization problem in a separable Banach space with separable dual. We present an alternative approach, showing that the restrictive assumptions that the dual space is separable and the Clarke generalized gradient is a (norm) upper semicontinuous and compact-valued multifunction can be dropped. For that purpose, we use two results having independent interest: a strong law of large numbers and a multivalued Komlós theorem in the dual to a separable Banach space, and a result on the weak* closedness of the expectation of a random weak* compact convex set. 相似文献
994.
We consider a class of elliptic inclusions under Dirichlet boundary conditions involving multifunctions of Clarke's generalized gradient. Under conditions given in terms of the first eigenvalue as well as the Fu?ik spectrum of the p ‐Laplacian we prove the existence of a positive, a negative and a sign‐changing solution. Our approach is based on variational methods for nonsmooth functionals (nonsmooth critical point theory, second deformation lemma), and comparison principles for multivalued elliptic problems. In particular, the existence of extremal constant‐sign solutions plays a key role in the proof of sign‐changing solutions (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
995.
We study spectral properties of boundary integral operators which naturally arise in the study of the Maxwell system of equations in a Lipschitz domain Ω ? ?3. By employing Rellich‐type identities we show that the spectrum of the magnetic dipole boundary integral operator (composed with an appropriate projection) acting on L2(?Ω) lies in the exterior of a hyperbola whose shape depends only on the Lipschitz constant of Ω. These spectral theory results are then used to construct generalized Neumann series solutions for boundary value problems associated with the Maxwell system and to study their rates of convergence (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim) 相似文献
996.
In this paper, by using the concept of differential equations with piecewise constant arguments of generalized type [1], [2], [3] and [4], a model of cellular neural networks (CNNs) [5] and [6] is developed. The Lyapunov-Razumikhin technique is applied to find sufficient conditions for the uniform asymptotic stability of equilibria. Global exponential stability is investigated by means of Lyapunov functions. An example with numerical simulations is worked out to illustrate the results. 相似文献
997.
This paper mainly studies the numerical differentiation by integration method proposed first by Lanczos. New schemes of the Lanczos derivatives are put forward for reconstructing numerical derivatives for high orders from noise data. The convergence rate of these proposed methods is as the noise level δ→0. Numerical examples show that the proposed methods are stable and efficient. 相似文献
998.
Bartlett分解与多元正态总体均值的广义推断 总被引:2,自引:0,他引:2
对多个正态总体均值的统计推断是一个古老而令人感兴趣的问题.本文利用样本协方差矩阵的Bartlett分解和广义p-值的概念给出一些关于均值的精确检验.模拟显示这些检验比已有的检验有更高的功效.同时,还根据协方差矩阵的Bartlett分解和样本均值向量,得到一个分布和未知参数无关的统计量,用它可以对多个正态总体共同均值做精确检验.模拟显示,这些检验犯第一错误的概率小于显著性水平,而且有更高的检验功效. 相似文献
999.
讨论了Banach 空间上连续线性算子$T$ 的广义预解集的相关结果,证明了:若$\lambda_0\in\rho_G(T),$ 当~$|\lambda-\lambda_0|<\gamma(T_{\lambda_0})$ 时,$\lambda\in\rho_G(T);$ 与~$\lambda\in\rho_G(T)$ 等价的条件:当~$T_n\to T, 0\in \rho_G(T_n),则~$0\in\rho_G(T);$ 以及$T$ 的柱心~$C_O(T)$ 在数量扰动下的不变性. 相似文献
1000.
研究广义Hilbert空间中几何凸函数的性质,给出一些重要定理,并运用几何凸函数的Jensen不等式建立了三重的双参数Hlder不等式和三重的多参数Minkowski不等式. 相似文献