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本文提出了应用全状态摄动分析直接计算对路径概率的灵敏性,推导了路径变化时摄动的产生规则,给出了两个数值例子,实验结果验证了这一方法的有效性和准确性。
In this paper, the sensitivity of the direct computation of the path probabilities using the state-dependent perturbation analysis is deduced. The generation rules of the perturbations in the path changes are deduced. Two numerical examples are given. The experimental results verify the effectiveness and accuracy of this method .