Triple
T2325330
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Markov process |
E48274
|
entity |
| Predicate | hasSubtype |
P1244
|
FINISHED |
| Object | Markov jump process |
E48274
|
NE FINISHED |
How this triple was built (2 steps)
Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.
NER
Named-entity recognition
gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Markov jump process | Statement: [Markov process, hasSubtype, Markov jump process]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Markov jump process Context triple: [Markov process, hasSubtype, Markov jump process]
-
A.
Markov processes
chosen
Markov processes are stochastic processes in which the future evolution depends only on the present state and not on the past history.
-
B.
Itô processes
Itô processes are a class of stochastic processes, typically modeled as solutions to stochastic differential equations, that form the fundamental objects of study in Itô calculus and modern stochastic analysis.
-
C.
Ornstein–Uhlenbeck process
The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
-
D.
Kolmogorov backward equation
The Kolmogorov backward equation is a fundamental partial differential equation in stochastic processes that characterizes the time evolution of expected values of functionals of Markov processes, complementary to the Fokker–Planck (forward) equation.
-
E.
Feynman–Kac formula
The Feynman–Kac formula is a fundamental result connecting solutions of certain partial differential equations with expectations over stochastic processes, forming a bridge between quantum mechanics, probability theory, and mathematical finance.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 batches)
The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.
| Step | Stage | Batch ID | Status | When |
|---|---|---|---|---|
| creating | Elicitation | batch_69a88aa308a88190b0b86c011fda7fce |
completed | March 4, 2026, 7:40 p.m. |
| NER | Named-entity recognition | batch_69abc649af4481908fdc0bc7f4777b71 |
completed | March 7, 2026, 6:31 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69ae896de2c48190ada0814d3a4f8497 |
completed | March 9, 2026, 8:48 a.m. |
Created at: March 4, 2026, 7:50 p.m.