Triple
T17672071
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Игорь Владимирович Гирсанов |
E440544
|
entity |
| Predicate | notableFor |
P22
|
FINISHED |
| Object | формула Гирсанова |
—
|
NE NERFINISHED |
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: формула Гирсанова | Statement: [Игорь Владимирович Гирсанов, notableFor, формула Гирсанова]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: формула Гирсанова Context triple: [Игорь Владимирович Гирсанов, notableFor, формула Гирсанова]
-
A.
Girsanov theorem
chosen
Girsanov theorem is a fundamental result in stochastic calculus that describes how the dynamics of stochastic processes, particularly Brownian motion, change under an equivalent change of probability measure.
-
B.
Itô’s lemma
Itô’s lemma is a fundamental result in stochastic calculus that generalizes the chain rule to functions of stochastic processes, especially Brownian motion.
-
C.
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.
-
D.
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.
-
E.
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.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (2 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_69d8b9e87e18819087104a44dc4dc5b1 |
completed | April 10, 2026, 8:50 a.m. |
| NER | Named-entity recognition | batch_69e46f69b11c8190b09add33f81776b3 |
completed | April 19, 2026, 6 a.m. |
Created at: April 10, 2026, 10 a.m.