Abstract
In the present work some integral inequalities which involve the Beta function for stochastic processes whose absolute values posses the property of convexity, or P−convexity or s−convexity in the second sense are established. In the same way some others integral inequalities for stochastic processes whose k−th powers of its absolute values posses these kind of generalized convexity are established making use of the Hölder’s inequality and power mean inequality.