Triple
T12282804
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Wiener measure |
E292753
|
entity |
| Predicate | associatedWith |
P37
|
FINISHED |
| Object | Feynman–Kac formula |
E2031
|
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: Feynman–Kac formula | Statement: [Wiener measure, associatedWith, Feynman–Kac formula]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Feynman–Kac formula Context triple: [Wiener measure, associatedWith, Feynman–Kac formula]
-
A.
Feynman–Kac formula
chosen
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.
-
B.
Clark–Ocone formula
The Clark–Ocone formula is a key result in stochastic calculus and Malliavin calculus that provides an explicit integral representation of square-integrable random variables with respect to Brownian motion.
-
C.
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.
-
D.
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.
-
E.
Dynkin formula
Dynkin formula is a fundamental result in the theory of Markov processes that expresses the expected value of a function of the process at a stopping time in terms of its generator and an integral over time.
- 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_69d6ab690ad081908c0ed3870ec82d53 |
completed | April 8, 2026, 7:24 p.m. |
| NER | Named-entity recognition | batch_69d91cf2b09c81908a11581d33f65be0 |
completed | April 10, 2026, 3:53 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f61e70dec8819098199fbb54d888c1 |
completed | May 2, 2026, 3:55 p.m. |
Created at: April 8, 2026, 9:52 p.m.