Triple

T11084497
Position Surface form Disambiguated ID Type / Status
Subject Markov semigroup E262082 entity
Predicate relatedTo P37 FINISHED
Object Kolmogorov forward equation E8633 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 forward equation | Statement: [Markov semigroup, relatedTo, Kolmogorov forward equation]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Kolmogorov forward equation
Context triple: [Markov semigroup, relatedTo, Kolmogorov forward equation]
  • A. 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.
  • 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. Fokker–Planck equation chosen
    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.
  • D. 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.
  • E. 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.
  • 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_69d6aa9983c08190b0ef61603b69feac completed April 8, 2026, 7:20 p.m.
NER Named-entity recognition batch_69d799c0cc3081908448cfb26c08daf5 completed April 9, 2026, 12:21 p.m.
NED1 Entity disambiguation (via context triple) batch_69e441b1b4dc8190a572d4d6269540cd completed April 19, 2026, 2:45 a.m.
Created at: April 8, 2026, 9:27 p.m.