Triple

T2731249
Position Surface form Disambiguated ID Type / Status
Subject Itô process E60316 entity
Predicate relatedTo P37 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: [Itô process, relatedTo, Ornstein–Uhlenbeck process]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Ornstein–Uhlenbeck process
Context triple: [Itô process, relatedTo, 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_69ab4b75cd908190b691ef0d1801acda completed March 6, 2026, 9:47 p.m.
NER Named-entity recognition batch_69abdaee29088190bc4c734e48995794 completed March 7, 2026, 7:59 a.m.
NED1 Entity disambiguation (via context triple) batch_69afb69eeedc81908ad654de9e1259ea completed March 10, 2026, 6:13 a.m.
Created at: March 6, 2026, 9:56 p.m.