Triple

T10803720
Position Surface form Disambiguated ID Type / Status
Subject Chapman–Kolmogorov equation E254907 entity
Predicate relatedTo P37 FINISHED
Object Kolmogorov backward equation 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 backward equation | Statement: [Chapman–Kolmogorov equation, relatedTo, Kolmogorov backward equation]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Kolmogorov backward equation
Context triple: [Chapman–Kolmogorov equation, relatedTo, Kolmogorov backward equation]
  • 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’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_69d6aa61c15c8190a1839550c56e75e1 completed April 8, 2026, 7:20 p.m.
NER Named-entity recognition batch_69d73370e7388190885b104fc883456e completed April 9, 2026, 5:04 a.m.
NED1 Entity disambiguation (via context triple) batch_69de850209ac8190a7bf3a6d429d1217 completed April 14, 2026, 6:18 p.m.
Created at: April 8, 2026, 9:18 p.m.