Formal Analysis of an Online Stock Trading System by Temporal Petri Nets

Authors:
Y. Y. Du;C. J. Jiang
Affiliations:
-;-
Venue:
ICCNMC '01 Proceedings of the 2001 International Conference on Computer Networks and Mobile Computing (ICCNMC'01)
Year:
2001

Citing 5
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Abstract

Temporal Petri nets enhance greatly the modeling and analyzing power of Petri nets. The dynamic behavior of a given system and causality in events can be elegantly described by formulas containing temporal operators. We show how temporal Petri nets can be used for formal specification and verification of an online stock trading system. The functional correctness of the modeled system is formally analyzed by using the inference rules oftemporal logic. Certain important properties of the temporal Petri net model are given. Finally, the further studying subjects are represented.