Triple
T2631255
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Black–Scholes model |
E59634
|
entity |
| Predicate | uses |
P98
|
FINISHED |
| Object | Ito calculus |
E9112
|
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: Ito calculus | Statement: [Black–Scholes model, uses, Ito calculus]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Ito calculus Context triple: [Black–Scholes model, uses, Ito calculus]
-
A.
Itô calculus
chosen
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.
-
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.
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.
-
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.
Ornstein–Uhlenbeck process
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.
- 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_69ab4ac8596c8190b34997e73d9e991c |
completed | March 6, 2026, 9:44 p.m. |
| NER | Named-entity recognition | batch_69abd8c567408190b94ff047efa4bc06 |
completed | March 7, 2026, 7:50 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69af90a7021081909f81c4ddb48fa00c |
completed | March 10, 2026, 3:31 a.m. |
Created at: March 6, 2026, 9:50 p.m.