Triple
T12373126
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Stratonovich integral |
E295051
|
entity |
| Predicate | contrastWith |
P278
|
FINISHED |
| Object | Skorokhod integral |
E973502
|
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: Skorokhod integral | Statement: [Stratonovich integral, contrastWith, Skorokhod integral]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Skorokhod integral Context triple: [Stratonovich integral, contrastWith, Skorokhod integral]
-
A.
Skorokhod integral
chosen
The Skorokhod integral is a stochastic integral extending the Itô integral to non-adapted processes, playing a central role in Malliavin calculus and anticipating stochastic analysis.
-
B.
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.
-
C.
Stratonovich integral
The Stratonovich integral is a formulation of stochastic integration that preserves the classical chain rule of calculus and is widely used in physics and engineering for modeling systems with noise.
-
D.
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.
-
E.
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.
- 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_69d6ab6d8a4081908636601e69ddf262 |
completed | April 8, 2026, 7:24 p.m. |
| NER | Named-entity recognition | batch_69d93fa7c9ec81908c685612994543e3 |
completed | April 10, 2026, 6:21 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f64b926c5c81909427eb191ae75ec6 |
completed | May 2, 2026, 7:08 p.m. |
Created at: April 8, 2026, 9:54 p.m.