Triple
T3037542
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Andrei Kolmogorov |
E83045
|
entity |
| Predicate | notableWork |
P4
|
FINISHED |
| Object | Kolmogorov equations |
E48986
|
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: Kolmogorov equations | Statement: [Andrei Kolmogorov, notableWork, Kolmogorov equations]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Kolmogorov equations Context triple: [Andrei Kolmogorov, notableWork, Kolmogorov equations]
-
A.
Kolmogorov backward equation
chosen
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.
-
B.
Chapman–Kolmogorov equation
The Chapman–Kolmogorov equation is a fundamental relation in the theory of stochastic processes that expresses how transition probabilities of a Markov process over longer time intervals can be obtained by integrating over intermediate states.
-
C.
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.
-
D.
Fokker–Planck equation
The Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of a stochastic (random) process, such as Brownian motion.
-
E.
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.
- 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_69ad8b2298908190a7cb4e9bdbf064d0 |
completed | March 8, 2026, 2:43 p.m. |
| NER | Named-entity recognition | batch_69ad9b2cd4988190b52fe3616ecbe9ef |
completed | March 8, 2026, 3:52 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69b1dec8778c8190a5e06a29a0218404 |
completed | March 11, 2026, 9:29 p.m. |
Created at: March 8, 2026, 3:01 p.m.