Triple

T12568435
Position Surface form Disambiguated ID Type / Status
Subject Paul-André Meyer E295532 entity
Predicate notableWork P4 FINISHED
Object Martingales and stochastic integrals in the theory of continuous trading E59640 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: Martingales and stochastic integrals in the theory of continuous trading | Statement: [Paul-André Meyer, notableWork, Martingales and stochastic integrals in the theory of continuous trading]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Martingales and stochastic integrals in the theory of continuous trading
Context triple: [Paul-André Meyer, notableWork, Martingales and stochastic integrals in the theory of continuous trading]
  • A. Merton’s jump-diffusion model
    Merton’s jump-diffusion model is a financial model that extends the Black–Scholes framework by incorporating sudden, random price jumps in addition to continuous diffusion to better capture real-world asset price dynamics.
  • B. martingale representation theorem chosen
    The martingale representation theorem is a fundamental result in stochastic calculus stating that, under suitable conditions, every martingale can be expressed as a stochastic integral with respect to a Brownian motion (or more generally, a fundamental martingale).
  • 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–Stratonovich conversion formula
    The Itô–Stratonovich conversion formula is a key result in stochastic calculus that provides the explicit relationship for transforming stochastic integrals between the Itô and Stratonovich interpretations.
  • E. Feynman–Kac formula
    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.
  • 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_69d6ad9cac2c81908e8a7bed82d1e21d completed April 8, 2026, 7:33 p.m.
NER Named-entity recognition batch_69d954a325948190994bcfc9d571a3a8 completed April 10, 2026, 7:50 p.m.
NED1 Entity disambiguation (via context triple) batch_69f655914f908190afbebbec3cb57e73 completed May 2, 2026, 7:50 p.m.
Created at: April 8, 2026, 11:50 p.m.