Triple

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).

Phrase: Itô integral | Statement: [Itô calculus, coreConcept, Itô integral]

Target entity: Itô integral
Context triple: [Itô calculus, coreConcept, Itô integral]

• A. Itô calculus chosen
  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.
• B. 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.
• 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. Riemann–Liouville integral
  The Riemann–Liouville integral is a fundamental operator in fractional calculus that generalizes the concept of an n-fold repeated integral to non-integer (fractional) orders.
• E. 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.
• F. None of above.
• G. Unsure - the case is ambiguous/there is not enough information to decide.