Formal analysis of an online stock trading system by temporal Petri nets
Yuyue Du, Changjun Jiang · 2002
Temporal Petri nets greatly enhance 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 of temporal logic. Certain important properties of the temporal Petri net model are given. Finally; the further studying subjects are represented.