Not the most creative name, is it?
This is technically 'old' but it's new news to me, and I'm a huge Shin Megami Tensei nerd. It might be news to you.
Look on the back of your Persona 4: Arena box for a logo like the one pictured above. See it? I never noticed it!
Siliconera found a Japanese trademark from Atlus parent company Index for "P Studio," marked for use for videogames. At first they thought it might be a new name for the Persona team, but it turns out that they've been using it for a short while.
So there you go. P Studio. I'm glad they're better at making games than naming themselves.