Triple
T2731233
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Itô process |
E60316
|
entity |
| Predicate | hasDrivingProcess |
P1410
|
FINISHED |
| Object | Wiener process |
E1601
|
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: Wiener process | Statement: [Itô process, hasDrivingProcess, Wiener process]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Wiener process Context triple: [Itô process, hasDrivingProcess, Wiener process]
-
A.
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.
-
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.
Brownian motion
chosen
Brownian motion is the random, jittery movement of microscopic particles suspended in a fluid, whose explanation provided key evidence for the existence of atoms and the molecular nature of matter.
-
D.
Itô calculus
Itô calculus is a branch of stochastic analysis that extends classical calculus to functions of stochastic processes, particularly Brownian motion, enabling rigorous treatment of stochastic differential equations.
-
E.
Itô’s lemma
Itô’s lemma is a fundamental result in stochastic calculus that generalizes the chain rule to functions of stochastic processes, especially Brownian motion.
- 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_69ab4b75cd908190b691ef0d1801acda |
completed | March 6, 2026, 9:47 p.m. |
| NER | Named-entity recognition | batch_69abdd1fc30c81909ac06588d50abdf8 |
completed | March 7, 2026, 8:09 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69afb69eeedc81908ad654de9e1259ea |
completed | March 10, 2026, 6:13 a.m. |
Created at: March 6, 2026, 9:56 p.m.