Triple
T2631547
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Martingale representation theorem |
E59640
|
entity |
| Predicate | relatedTo |
P37
|
FINISHED |
| Object |
Brownian filtration
Brownian filtration is the natural increasing family of σ-algebras generated by a Brownian motion, encoding all information revealed by the process up to each time.
|
E284689
|
NE FINISHED |
How this triple was built (4 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: Brownian filtration | Statement: [Martingale representation theorem, relatedTo, Brownian filtration]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Brownian filtration Context triple: [Martingale representation theorem, relatedTo, Brownian filtration]
-
A.
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.
-
B.
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.
-
C.
Itô calculus
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.
-
D.
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.
-
E.
Doob–Meyer decomposition
The Doob–Meyer decomposition is a fundamental result in stochastic process theory that uniquely expresses a submartingale as the sum of a martingale and a predictable, increasing process.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg
Description generation
gpt-5.1
Instruction
Generate a one-sentence description of the target entity. You are given a context triple in the form (subject, predicate, object), where the object is the target entity. # Instructions Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. Avoid repeating the information from the triple, unless really essential. # Response Format Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: Brownian filtration Triple: [Martingale representation theorem, relatedTo, Brownian filtration]
Generated description
Brownian filtration is the natural increasing family of σ-algebras generated by a Brownian motion, encoding all information revealed by the process up to each time.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Brownian filtration Target entity description: Brownian filtration is the natural increasing family of σ-algebras generated by a Brownian motion, encoding all information revealed by the process up to each time.
-
A.
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.
-
B.
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.
-
C.
Itô calculus
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.
-
D.
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.
-
E.
Doob–Meyer decomposition
The Doob–Meyer decomposition is a fundamental result in stochastic process theory that uniquely expresses a submartingale as the sum of a martingale and a predictable, increasing process.
- F. None of above. chosen
Provenance (5 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_69abd8c6e540819087c7f92432b27b0f |
completed | March 7, 2026, 7:50 a.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69af90a7021081909f81c4ddb48fa00c |
completed | March 10, 2026, 3:31 a.m. |
| NEDg | Description generation | batch_69af9172ba248190bbc68a00b43d9b44 |
completed | March 10, 2026, 3:35 a.m. |
| NED2 | Entity disambiguation (via description) | batch_69af92500920819082c651f75a06dd72 |
completed | March 10, 2026, 3:38 a.m. |
Created at: March 6, 2026, 9:50 p.m.