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Stochastic Models in Finance Lab
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A mathematical science lab focused on mathematical finance and stochastic analysis.
AboutAbout the lab
Centered on mathematical finance and stochastic analysis.
On the website of the Sekine-Fukasawa-Yano Lab, the Stochastic Models in Finance Lab is introduced as the Financial Mathematical Models Research Group (Sekine Lab).
The Sekine-Fukasawa-Yano Lab conducts research and education centered on mathematical finance and stochastic analysis.
The website also lists research groups in stochastic analysis (Fukasawa Lab) and the theory of stochastic processes (Yano Lab).
The lab belongs to the Mathematical Science Course in the Department of Information and Computer Sciences, School of Engineering Science, Osaka University, and to the Social Systems Mathematics Area in the Department of Systems Innovation, Graduate School of Engineering Science.
Key terms
- mathematical finance
- The field that treats financial problems using mathematics
- stochastic analysis
- A field of mathematics that treats randomly fluctuating phenomena using the ideas of differentiation and integration
NewsLab news
A paper by Professor Sekine and colleagues was published in Journal of Applied Probability
Professor Sekine received the Paper Award and Best Author Award for FY2025 (JSIAM Letters category) from the Japan Society for Industrial and Applied Mathematics
A paper by Assistant Professor Yamato and colleagues was published in Stochastic Processes and their Applications
A paper by Professor Sekine and colleagues was published in JSIAM Letters
A paper by Assistant Professor Yamato and colleagues was published in Bernoulli
ResearchResearch themes
The Sekine-Fukasawa-Yano Lab conducts research and education centered on mathematical finance and stochastic analysis. Its website lists research groups in financial mathematical models (Sekine Lab), stochastic analysis (Fukasawa Lab), and the theory of stochastic processes (Yano Lab).
View More ↗MembersFaculty
- ProfessorJun Sekine
- Assistant ProfessorKosuke Yamato
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Report an errorAbout the images
The top and research theme images are illustrative and were not taken at the lab. They are cropped from Wikimedia Commons images. Cropped CC BY-SA images are provided under the same CC BY-SA license as the original (version shown on each line).
- Top image: “Blur-chart-data-69760” Negative Space / CC0 (cropped)
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