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Let \\(({\\mathcal F}_t)\\) be the filtration generated by \\((W_t)\\) and augmented by all \\(P\\)-null sets in \\({\\mathcal F}\\). Let \\(L^2({\\mathcal F}_t)\\) be the family of all \\({\\mathcal F}_t\\)-measurable random variables \\(\\xi\\in L^2\\) and let \\({\\mathcal H}(0,T;\\mathbb{R}^n)\\) (for fixed \\(0<T<\\infty)\\) denote the family of all adapted \\(\\mathbb{R}^n\\)-valued processes \\((\\psi_t)\\) \\((0\\leq t\\leq T)\\) such that \\(E[\\int^T_0|\\psi_t|^2dt]< \\infty\\). Let \\(g(t,y,z)\\) \\((0\\leq t\\leq T)\\) be progressively measurable for \\((y,z)\\in R\\times \\mathbb{R}^n\\). Consider the following conditions for \\(g\\):  (H1) \\(g\\) satisfies a Lipschitz condition, i.e., there exists a constant \\(\\mu >0\\) such that, for \\(y,y'\\in \\mathbb{R}\\) and \\(z,z'\\in \\mathbb{R}^n\\), \\(|g(t,y,z)-g(t,y',z')|\\leq \\mu(|y-y'|+|z-z'|)\\), \\(0\\leq t\\leq T\\).  (H2) The process \\(g(t,0,0)\\) \\((0\\leq t\\leq T)\\) belongs to \\({\\mathcal H}(0,T;\\mathbb{R})\\).  (H3) \\(g(t,y,0)\\equiv 0\\) for all \\((t,y)\\in[0,T]\\times \\mathbb{R}\\).   \\textit{E. Pardoux} and \\textit{S. G. Peng} [Syst. Control Lett. 14, No. 1, 55--61 (1990; Zbl 0692.93064)] showed under (H1), (H2) that, for any \\(\\xi\\in L^2({\\mathcal F}_T)\\), the backward differential equation  \\[ y_t=\\xi+\\int^T_TG(s,y_s,z_s)ds-\\int^T_tz_sdW_s (0\\leq t\\leq T) \\]  has a unique solution \\(((y_t,z_t))\\in{\\mathcal H}^2(0,T;\\mathbb{R}) \\times{\\mathcal H}^2(0,T; \\mathbb{R}^n)\\). When \\(g\\) even satisfies (H1) and (H3), \\textit{S. Peng} [Pitman Res. Notes Math. Ser. 364, 141--159 (1997; Zbl 0892.60066)] introduced a (nonlinear) real-valued functional \\({\\mathcal E}_g [\\cdot]\\) on \\(L^2({\\mathcal F}_T)\\) by putting \\({\\mathcal E}_g[\\xi]:=y_0\\) (called the \\(g\\)-expectation of \\(\\xi)\\). In a corresponding fashion, \\textit{S. Peng} [Probab. Theory Relat. Fields 113, No.~4, 473--499 (1999; Zbl 0953.60059)] introduced (nonlinear) \\(g\\)-martingales, \\(g\\)-submartingales, \\dots and obtained a general nonlinear Doob-Meyer decomposition for \\(g\\)-supermartingales. Using the latter result, the author of the present paper obtains two kinds of maximal inequalities for 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