It seems Pinnacle Studio used both .stu and .stx files as projects in various versions of the software. Perhaps you can simply open older projects in newer version of the program, but this usually does not work the other way. We haven't found anything specific about this conversion on internet however.
Convert Pinnacle Studio video project to Pinnacle Studio project file.
We found one software available in the database for this conversion.
Microsoft Windows software - convert stu to stx on Windows
A professional video editing application
Convert from stu file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.