Triple

T13844840
Position Surface form Disambiguated ID Type / Status
Subject Leonard Ornstein E332770 entity
Predicate notableWork P4 FINISHED
Object Ornstein–Uhlenbeck process E48273 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: Ornstein–Uhlenbeck process | Statement: [Leonard Ornstein, notableWork, Ornstein–Uhlenbeck process]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Ornstein–Uhlenbeck process
Context triple: [Leonard Ornstein, notableWork, Ornstein–Uhlenbeck process]
  • A. Ornstein–Uhlenbeck process chosen
    The Ornstein–Uhlenbeck process is a continuous-time stochastic process that models mean-reverting random motion, widely used in physics and quantitative finance to describe systems fluctuating around a long-term equilibrium.
  • B. 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.
  • C. 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.
  • D. Fokker–Planck equation
    The Fokker–Planck equation is a partial differential equation that describes the time evolution of the probability density function of a stochastic (random) process, such as Brownian motion.
  • E. Brownian motion
    Brownian motion is the random, jittery movement of microscopic particles suspended in a fluid, whose explanation provided key evidence for the existence of atoms and the molecular nature of matter.
  • 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_69d81c5ba13c8190839315f54768acfd completed April 9, 2026, 9:38 p.m.
NER Named-entity recognition batch_69de02b1a25c8190a9f85ba43c421188 completed April 14, 2026, 9:02 a.m.
NED1 Entity disambiguation (via context triple) batch_69f7c70816e48190949b16ae6e744d22 completed May 3, 2026, 10:07 p.m.
Created at: April 9, 2026, 10:13 p.m.