Triple

T3884805
Position Surface form Disambiguated ID Type / Status
Subject Random Walk and the Theory of Brownian Motion E92913 entity
Predicate usesConcept P531 FINISHED
Object Wiener process E1601 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: Wiener process | Statement: [Random Walk and the Theory of Brownian Motion, usesConcept, Wiener process]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Wiener process
Context triple: [Random Walk and the Theory of Brownian Motion, usesConcept, Wiener process]
  • A. 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.
  • 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. Brownian motion chosen
    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.
  • D. 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.
  • E. Wiener measure
    Wiener measure is the canonical probability measure on the space of continuous paths that models standard Brownian motion in probability theory and stochastic analysis.
  • 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_69aed9697de0819087c2559295ff3d12 completed March 9, 2026, 2:30 p.m.
NER Named-entity recognition batch_69aeec92cc548190b88b899299e5ccdc completed March 9, 2026, 3:51 p.m.
NED1 Entity disambiguation (via context triple) batch_69b5125bee048190ba7553797e9fd254 completed March 14, 2026, 7:46 a.m.
Created at: March 9, 2026, 3:20 p.m.