Computer Science Department
School of Computer Science, Carnegie Mellon University


Stochastic Differential Dynamic Logic
for Stochastic Hybrid Programs

André Platzer

April 2011


Keywords: Dynamic logic, proof calculus, stochastic differential equations, stochastic hybrid systems, stochastic processes, compositional verification

Logic is a powerful tool for analyzing and verifying systems, including programs, discrete systems, real-time systems, hybrid systems, and distributed systems. Some applications also have a stochastic behavior, however, either because of fundamental properties of nature, uncertain environments, or simplifications to overcome complexity. Discrete probabilistic systems have been studied using logic. But logic has been chronically underdeveloped in the context of stochastic hybrid systems, i.e., systems with interacting discrete, continuous, and stochastic dynamics. We aim at overcoming this deficiency and introduce a dynamic logic for stochastic hybrid systems. Our results indicate that logic is a promising tool for understanding stochastic hybrid systems and can help taming some of their complexity. We introduce a compositional model for stochastic hybrid systems. We prove adaptivity, càadlàg, and Markov time properties, and prove that the semantics of our logic is measurable. We present compositional proof rules, including rules for stochastic differential equations, and prove soundness.

26 pages

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