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Stochastic Analysis Lab
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The lab conducts research centered on mathematical finance and stochastic analysis.
AboutAbout the lab
Centered on mathematical finance and stochastic analysis.
The Stochastic Analysis Lab shares a single website under the name Sekine-Fukasawa-Yano Lab, and corresponds to the Fukasawa lab within it.
On the website, the Sekine-Fukasawa-Yano Lab is described as conducting research and education centered on mathematical finance and stochastic analysis.
The department's introduction lists stochastic integrals, stochastic differential equations, fractional Brownian motion, rough path analysis, stochastic numerical analysis, and decentralized finance as keywords.
At the graduate level, the lab belongs to the Division of Mathematical Science for Social Systems, and at the undergraduate level, to the Mathematical Science Course of the Department of Information and Computer Sciences.
Key terms
- Stochastic analysis
- A field of mathematics that deals with randomly moving quantities using tools such as integrals and differential equations
- Stochastic differential equation
- An equation that describes how a quantity containing random movement changes over time
- Mathematical finance
- A field that uses mathematics to study the movement of financial prices and problems of investment and asset management
NewsLab news
A student received the Σ Global Leader Award
Lecturer Toru Sera received the Mathematical Society of Japan Takebe Katahiro Special Prize
A student received the Kusumoto Award
A student received the Graduate School of Engineering Science Award
ResearchResearch themes
The Sekine-Fukasawa-Yano Lab, which includes the Stochastic Analysis Lab, conducts research and education centered on mathematical finance and stochastic analysis. The Division of Mathematical Science for Social Systems, to which the Stochastic Analysis Lab belongs, studies and teaches methods for analyzing and designing complex social systems, such as financial economies and networked societies, using mathematics including stochastic analysis and statistical inference and decision theory.
View More ↗MembersFaculty
- ProfessorMasaaki Fukasawa
- LecturerToru Sera
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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: “Electronic stock board in Yaesu, Tokyo 2007” nappa / CC BY 2.0 (cropped)
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