连续时间随机过程的霍尔逻辑
A Hoare Logic for Continuous-Time Stochastic Processes
Kei Imada, Justin Hsu
AI 速读 基于摘要
作者提出用程序验证的思路处理连续时间随机过程:为概率命令式语言 pWhile^dt 定义连续语义,并给出基于循环不变式与递减函数的霍尔式逻辑。
cs.LO · cs.PL · math.PR
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Programming language researchers have developed a wide array of tools to reason about probabilistic programs, but it remains unclear how to apply these proof techniques to continuous-time stochastic processes. To bridge this gap, we propose a verification method for properties of continuous-time stochastic processes by reasoning about them as standard programs. To demonstrate our approach, we define a continuous semantics for a probabilistic imperative language $\mathrm{pWhile}^{\mathrm{dt}}$ by taking the Kuratowski limit of the standard semantics, which collects limit points of the standard program semantics as the time-step approaches zero. Then, we present a Hoare-style logic that uses loop invariants and decreasing functions to verify properties of continuous programs. To establish soundness, we identify a broad class of assertions that are preserved from the standard semantics to the continuous semantics. To demonstrate our approach, we verify properties of ten continuous-time stochastic processes modeled in $\mathrm{pWhile}^{\mathrm{dt}}$, including variants of Brownian motion and a stochastic hybrid system.