A Petri-Net-Based Correctness Analysis of Internet Stock Trading Systems
Document Type
Article
Publication Date
1-1-2008
Abstract
This paper shows how temporal Petri nets (TPNs) can be used to specify and analyze an Internet stock trading system. The dynamical behavior of the system and causality between events can be explicitly described by temporal formulas. The functional correctness of the modeled system is formally verified by using the inferential rules in temporal logic. Important properties of the system are analyzed based on its TPN model such as liveness, eventuality, and fairness properties. This paper demonstrates that TPNs can provide significant advantages in the design and analysis of business processes. © 2007 IEEE
Identifier
85008048565 (Scopus)
Publication Title
IEEE Transactions on Systems Man and Cybernetics Part C Applications and Reviews
External Full Text Location
https://doi.org/10.1109/TSMCC.2007.896995
e-ISSN
15582442
ISSN
10946977
First Page
93
Last Page
99
Issue
1
Volume
38
Grant
60573018
Fund Ref
National Natural Science Foundation of China
Recommended Citation
Du, Yu Yue; Jiang, Chang Jun; and Zhou, Meng Chu, "A Petri-Net-Based Correctness Analysis of Internet Stock Trading Systems" (2008). Faculty Publications. 13056.
https://digitalcommons.njit.edu/fac_pubs/13056
