Triple
T3365580
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Kiyoshi Itô |
E70827
|
entity |
| Predicate | knownFor |
P22
|
FINISHED |
| Object |
Itô integral
The Itô integral is a fundamental stochastic integral used in probability theory and mathematical finance to rigorously define integration with respect to Brownian motion and more general semimartingales.
|
E351145
|
NE FINISHED |
Provenance (5 batches)
| Stage | Batch ID | Job type | Status |
|---|---|---|---|
| creating | batch_69ad85a729d48190afd789cd8417f289 |
elicitation | completed |
| NER | batch_69adb28643f48190b78b0222f8323344 |
ner | completed |
| NED1 | batch_69b3254daf8c8190b2141682503c111e |
ned_source_triple | completed |
| NED2 | batch_69b3276b55a0819094face2e56001921 |
ned_description | completed |
| NEDg | batch_69b326f94db481908560b64f701dd433 |
nedg | completed |
Created at: March 8, 2026, 3:13 p.m.