Triple
T13070789
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Paul Lévy |
E329449
|
entity |
| Predicate | knownFor |
P22
|
FINISHED |
| Object |
Lévy processes
Lévy processes are a class of stochastic processes with stationary, independent increments that generalize random walks and Brownian motion, widely used to model jump-like and continuous-time random phenomena in probability theory and finance.
|
E1020434
|
NE FINISHED |
Provenance (5 batches)
| Stage | Batch ID | Job type | Status |
|---|---|---|---|
| creating | batch_69d80771749c81909a6d9197b9504872 |
elicitation | completed |
| NER | batch_69d980ee6130819095d835e7ff6a8c5b |
ner | completed |
| NED1 | batch_69f6d60510dc81909e0cba8b63a50d9c |
ned_source_triple | completed |
| NED2 | batch_69f6dc705f28819087e5d374f83d3acc |
ned_description | completed |
| NEDg | batch_69f6dbb4b8848190825102be81ff693a |
nedg | completed |
Created at: April 9, 2026, 9 p.m.