Some Norm Inequalities for Gaussian Wick Products.

We provide several inequalities for the Lq(P)-norm of the Wick product of random variables. These estimates are based on a Jensen's type inequality for the Wick multiplication, which we derive via a positivity argument. As an application we study a certain type of anticipating stochastic differential equation whose solution is shown to be an element of Lq(P) for some q ≥ 1. [ABSTRACT FROM AUTHOR]