Triple
T11961964
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Brownian filtration |
E284689
|
entity |
| Predicate | associatedWith |
P37
|
FINISHED |
| Object | Wiener process |
E1601
|
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: Wiener process | Statement: [Brownian filtration, associatedWith, Wiener process]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Wiener process Context triple: [Brownian filtration, associatedWith, Wiener process]
-
A.
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.
-
B.
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.
-
C.
Brownian motion
chosen
Brownian motion is the random, jittery movement of microscopic particles suspended in a fluid, whose explanation provided key evidence for the existence of atoms and the molecular nature of matter.
-
D.
Itô integral
The Itô integral is a fundamental stochastic integral used in probability theory and mathematical finance to rigorously define integration with respect to Brownian motion and more general semimartingales.
-
E.
Wiener measure
Wiener measure is the canonical probability measure on the space of continuous paths that models standard Brownian motion in probability theory and 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_69d6ab2eaeb881909f7914758f859413 |
completed | April 8, 2026, 7:23 p.m. |
| NER | Named-entity recognition | batch_69d9037848f481908276716675464464 |
completed | April 10, 2026, 2:04 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f4592fa9a48190a0450e3d0c57c4d3 |
completed | May 1, 2026, 7:41 a.m. |
Created at: April 8, 2026, 9:45 p.m.