Abstract
We provide several inequalities for the ℒ q (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 ℒ q (𝒫) for some q ≥ 1.