Triple

T4432483
Position Surface form Disambiguated ID Type / Status
Subject Igor Vladimirovich Girsanov E95363 entity
Predicate notableFor P22 FINISHED
Object Girsanov theorem E9114 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: Girsanov theorem | Statement: [Igor Vladimirovich Girsanov, notableFor, Girsanov theorem]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Girsanov theorem
Context triple: [Igor Vladimirovich Girsanov, notableFor, Girsanov theorem]
  • A. Girsanov theorem chosen
    Girsanov theorem is a fundamental result in stochastic calculus that describes how the dynamics of stochastic processes, particularly Brownian motion, change under an equivalent change of probability measure.
  • B. Kolmogorov extension theorem
    The Kolmogorov extension theorem is a fundamental result in probability theory that guarantees the existence of a stochastic process with given consistent finite-dimensional distributions.
  • C. 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.
  • D. Cameron–Martin theorem
    The Cameron–Martin theorem is a fundamental result in probability theory and functional analysis that characterizes how Gaussian measures on infinite-dimensional spaces change under shifts by elements of a special Hilbert subspace (the Cameron–Martin space).
  • E. Clark–Ocone formula
    The Clark–Ocone formula is a key result in stochastic calculus and Malliavin calculus that provides an explicit integral representation of square-integrable random variables with respect to 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_69b3453c2a0c8190926b574c90766db9 completed March 12, 2026, 10:59 p.m.
NER Named-entity recognition batch_69b3556cd83881908547aa311c4f17fa completed March 13, 2026, 12:08 a.m.
NED1 Entity disambiguation (via context triple) batch_69b6137171148190b77a6f783d5cf315 completed March 15, 2026, 2:03 a.m.
Created at: March 12, 2026, 11:31 p.m.