This report is intended to expand the applicability of positive kernel theory to probabilistic settings and stochastic integrals. The main result states that if a (t) is a positive kernel , and {8(t) : t > O} a Brownian motion , thenfor every stochastic process {~( t) : t > 0) which has a stochastic differential dE (t) with respect to 8 ( t) , and for every T > 0. The implication of (*) concerning energy estimates for certain Ito-Volterra equations is discussed , and examples are provided.