Triple

T12146180
Position Surface form Disambiguated ID Type / Status
Subject Peng Shige E289326 entity
Predicate notableConcept P201 FINISHED
Object G-Brownian motion
G-Brownian motion is a generalization of classical Brownian motion developed within the framework of sublinear expectations to model uncertainty in volatility.
E965113 NE FINISHED

How this triple was built (4 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: G-Brownian motion | Statement: [Peng Shige, notableConcept, G-Brownian motion]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: G-Brownian motion
Context triple: [Peng Shige, notableConcept, G-Brownian motion]
  • A. Dyson Brownian motion
    Dyson Brownian motion is a stochastic process describing the time evolution of eigenvalues of random matrices as if they were interacting particles undergoing Brownian motion, fundamental in random matrix theory.
  • B. Brownian filtration
    Brownian filtration is the natural increasing family of σ-algebras generated by a Brownian motion, encoding all information revealed by the process up to each time.
  • C. 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.
  • D. 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.
  • E. Brownian motion
    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.
  • F. None of above. chosen
  • G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg Description generation gpt-5.1
Instruction
Generate a one-sentence description of the target entity. 
You are given a context triple in the form (subject, predicate, object), where the object is the target entity. 
# Instructions
Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. 
Avoid repeating the information from the triple, unless really essential.
# Response Format
Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: G-Brownian motion
Triple: [Peng Shige, notableConcept, G-Brownian motion]
Generated description
G-Brownian motion is a generalization of classical Brownian motion developed within the framework of sublinear expectations to model uncertainty in volatility.
NED2 Entity disambiguation (via description) gpt-5-mini-2025-08-07
Target entity: G-Brownian motion
Target entity description: G-Brownian motion is a generalization of classical Brownian motion developed within the framework of sublinear expectations to model uncertainty in volatility.
  • A. Dyson Brownian motion
    Dyson Brownian motion is a stochastic process describing the time evolution of eigenvalues of random matrices as if they were interacting particles undergoing Brownian motion, fundamental in random matrix theory.
  • B. Brownian filtration
    Brownian filtration is the natural increasing family of σ-algebras generated by a Brownian motion, encoding all information revealed by the process up to each time.
  • C. 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.
  • D. Lyons' rough path theory
    Lyons' rough path theory is a mathematical framework that extends classical calculus to analyze and solve differential equations driven by highly irregular signals, such as paths with low regularity or stochastic processes like Brownian motion.
  • 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. chosen

Provenance (5 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_69d6ab4c6710819097a9d228382dde43 completed April 8, 2026, 7:23 p.m.
NER Named-entity recognition batch_69d915ac2ebc81909155f9b2fb4a2252 completed April 10, 2026, 3:22 p.m.
NED1 Entity disambiguation (via context triple) batch_69f5f696ec648190aa43655ac8a2b312 completed May 2, 2026, 1:05 p.m.
NEDg Description generation batch_69f600b7385881909ddb86a1d39ff5d4 completed May 2, 2026, 1:48 p.m.
NED2 Entity disambiguation (via description) batch_69f601e7f3b0819098a2245b9f9316b9 completed May 2, 2026, 1:53 p.m.
Created at: April 8, 2026, 9:49 p.m.