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.