全文获取类型
收费全文 | 651篇 |
免费 | 23篇 |
国内免费 | 10篇 |
专业分类
化学 | 2篇 |
晶体学 | 1篇 |
力学 | 5篇 |
数学 | 561篇 |
物理学 | 115篇 |
出版年
2023年 | 5篇 |
2022年 | 7篇 |
2021年 | 7篇 |
2020年 | 41篇 |
2019年 | 41篇 |
2018年 | 25篇 |
2017年 | 23篇 |
2016年 | 17篇 |
2015年 | 28篇 |
2014年 | 48篇 |
2013年 | 101篇 |
2012年 | 26篇 |
2011年 | 31篇 |
2010年 | 19篇 |
2009年 | 32篇 |
2008年 | 31篇 |
2007年 | 38篇 |
2006年 | 27篇 |
2005年 | 18篇 |
2004年 | 10篇 |
2003年 | 13篇 |
2002年 | 13篇 |
2001年 | 15篇 |
2000年 | 17篇 |
1999年 | 8篇 |
1998年 | 6篇 |
1997年 | 5篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1994年 | 1篇 |
1993年 | 2篇 |
1992年 | 8篇 |
1990年 | 1篇 |
1989年 | 2篇 |
1988年 | 1篇 |
1986年 | 2篇 |
1985年 | 1篇 |
1984年 | 1篇 |
1983年 | 3篇 |
1982年 | 1篇 |
1980年 | 2篇 |
1979年 | 2篇 |
1977年 | 1篇 |
1974年 | 1篇 |
排序方式: 共有684条查询结果,搜索用时 636 毫秒
51.
In this paper,we consider a Markov switching Lévy process model in which the underlying risky assets are driven by the stochastic exponential of Markov switching Lévy process and then apply the model to option pricing and hedging.In this model,the market interest rate,the volatility of the underlying risky assets and the N-state compensator,depend on unobservable states of the economy which are modeled by a continuous-time Hidden Markov process.We use the MEMM(minimal entropy martingale measure) as the equivalent martingale measure.The option price using this model is obtained by the Fourier transform method.We obtain a closed-form solution for the hedge ratio by applying the local risk minimizing hedging. 相似文献
52.
53.
Mateusz B. Majka 《Stochastic Processes and their Applications》2017,127(12):4083-4125
We present a novel idea for a coupling of solutions of stochastic differential equations driven by Lévy noise, inspired by some results from the optimal transportation theory. Then we use this coupling to obtain exponential contractivity of the semigroups associated with these solutions with respect to an appropriately chosen Kantorovich distance. As a corollary, we obtain exponential convergence rates in the total variation and standard -Wasserstein distances. 相似文献
54.
《Mathematische Nachrichten》2017,290(1):120-141
We obtain general lower estimates of transition densities of jump Lévy processes. We use them for processes with Lévy measures having bounded support, processes with exponentially decaying Lévy measures for large times and for processes with high intensity of small jumps for small times. 相似文献
55.
We introduce the concept of cumulative Parisian ruin, which is based on the time spent in the red by the underlying surplus process. Our main result is an explicit representation for the distribution of the occupation time, over a finite-time horizon, for a compound Poisson process with drift and exponential claims. The Brownian ruin model is also studied in details. Finally, we analyse for a general framework the relationships between cumulative Parisian ruin and classical ruin, as well as with Parisian ruin based on exponential implementation delays. 相似文献
56.
We derive the waiting time distribution of the lowest class in an accumulating priority (AP) queue with positive Lévy input. The priority of an infinitesimal customer (particle) is a function of their class and waiting time in the system, and the particles with the highest AP are the next to be processed. To this end we introduce a new method that relies on the construction of a workload overtaking process and solving a first-passage problem using an appropriate stopping time. 相似文献
57.
Frank Aurzada Alexander Iksanov Matthias Meiners 《Mathematische Nachrichten》2015,288(17-18):1921-1938
For a Lévy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval , the sojourn time in the interval , and the last exit time from . Moreover, whenever these quantities are finite, we derive their respective asymptotic behavior as . 相似文献
58.
We investigate the total time of deducting fees for variable annuities with state-dependent fee. This fee charging method is studied recently by Bernard et al. (2014) and Delong (2014) in which the fees deducted from the policyholder’s account depend on the account value. However, both of them have not considered the problem of analyzing probabilistic properties of the total time of deducting fees. We approximate the maturity of a general variable annuity contract by combinations of exponential distributions which are (weakly) dense in the space that is composed of all probability distributions on the positive axis. Working under general jump diffusion process, we derive analytic formulas for the expectation of the time of deducting fees as well as its Laplace transform. 相似文献
59.
We study the potential theory of a large class of infinite dimensional Lévy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e., excessive functions with compact level sets. Then many techniques from classical potential theory carry over to this infinite dimensional setting. Thus a number of potential theoretic properties and principles can be proved, answering long standing open problems even for the Brownian motion on abstract Wiener space, as, e.g., formulated by R. Carmona in 1980. In particular, we prove the analog of the known result, that the Cameron-Martin space is polar, in the Lévy case and apply the technique of controlled convergence to solve the Dirichlet problem with general (not necessarily continuous) boundary data. 相似文献
60.
In this paper we are interested in optimizing proportional reinsurance and investment policies in a multidimensional Lévy-driven insurance model. The criterion is that of maximizing exponential utility. Solving the classical Hamilton-Jacobi-Bellman equation yields that the optimal retention level keeps a constant amount of claims regardless of time and the company’s wealth level.A special feature of our construction is to allow for dependencies of the risk reserves in different business lines. Dependence is modeled via an Archimedean Lévy copula. We derive a sufficient and necessary condition for an Archimedean Lévy generator to create a multidimensional positive Lévy copula in arbitrary dimension.Based on these results we identify structure conditions for the generator and the Lévy measure of an Archimedean Lévy copula under which an insurance company reinsures a larger fraction of claims from one business line than from another. 相似文献