  We prove a new Burkholder-Rosenthal type inequality for discrete-time
processes taking values in a 2-smooth Banach space. As a first application we
prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of
contractions on a $2$-smooth Banach space $X$ and $(W_t)_{t\in [0,T]}$ is a
cylindrical Brownian motion on a probability space $(\Omega,P)$, then for every
$0<p<\infty$ there exists a constant $C_{p,X}$ such that for all progressively
measurable processes $g: [0,T]\times \Omega\to X$ the process $(\int_0^t
S(t,s)g_sdW_s)_{t\in [0,T]}$ has a continuous modification and $$E\sup_{t\in
[0,T]}\Big\| \int_0^t S(t,s)g_sdW_s \Big\|^p\leq C_{p,X}^p \mathbb{E}
\Bigl(\int_0^T \| g_t\|^2_{\gamma(H,X)}dt\Bigr)^{p/2}.$$ Moreover, for $2\leq
p<\infty$ one may take $C_{p,X} = 10 D \sqrt{p},$ where $D$ is the constant in
the definition of $2$-smoothness for $X$.
  Our result improves and unifies several existing maximal estimates and is
even new in case $X$ is a Hilbert space. Similar results are obtained if the
driving martingale $g_tdW_t$ is replaced by more general $X$-valued martingales
$dM_t$. Moreover, our methods allow for random evolution systems, a setting
which appears to be completely new as far as maximal inequalities are
concerned.
  As a second application, for a large class of time discretisation schemes we
obtain stability and pathwise uniform convergence of time discretisation
schemes for solutions of linear SPDEs $$ du_t = A(t)u_tdt + g_tdW_t, \quad u_0
= 0,$$ Under spatial smoothness assumptions on the inhomogeneity $g$,
contractivity is not needed and explicit decay rates are obtained. In the
parabolic setting this sharpens several know estimates in the literature;
beyond the parabolic setting this seems to provide the first systematic
approach to pathwise uniform convergence to time discretisation schemes.
