Triple

T12282807
Position Surface form Disambiguated ID Type / Status
Subject Wiener measure E292753 entity
Predicate associatedWith P37 FINISHED
Object Malliavin calculus E292751 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: Malliavin calculus | Statement: [Wiener measure, associatedWith, Malliavin calculus]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Malliavin calculus
Context triple: [Wiener measure, associatedWith, Malliavin calculus]
  • A. Malliavin calculus chosen
    Malliavin calculus is a branch of stochastic analysis that extends differential calculus to functionals of stochastic processes, particularly Brownian motion, enabling probabilistic proofs of regularity and smoothness for solutions to stochastic differential equations.
  • B. Itô calculus
    Itô calculus is a branch of stochastic analysis that extends classical calculus to functions of stochastic processes, particularly Brownian motion, enabling rigorous treatment of stochastic differential equations.
  • C. 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.
  • D. 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.
  • E. 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.
  • 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.