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Define  \\[ Y_t = H_0 X_0 + \\int_{(0,t]} H_s dX_s\\quad \\text{and} \\quad Y^* = \\sup_{t> 0} |Y_t|. \\]  The following problem is addressed: For each \\(\\lambda > 0\\), find a function \\(U_\\lambda : [-1,1 ]\\times \\mathbb{R}^\\nu \\to [0,1]\\) such that for any \\(H\\) as above  \\[ P\\{Y^* \\geq \\lambda \\} \\leq E[U_\\lambda (X_0, Y_0)], \\]  and this estimate is sharp in the sense that \\(\\forall \\lambda > 0\\), \\(\\forall x \\in [-1, 1]\\), \\(\\forall y \\in \\mathbb{R}^\\nu\\), \\(|y|\\leq |x|\\Rightarrow \\forall \\beta < U_\\lambda(x,y)\\), \\(\\exists H, X\\) s.t. \\(X_0 = x\\), \\(X_0 H_0 = y\\), \\(P\\{Y^* \\geq \\lambda\\} > \\beta\\). Such function \\(U_\\lambda\\) is found explicitly. The inequality and its sharpness is proved through a similar inequality for discrete time submartingales, extended then to stochastic integrals using stopping times. As a consequence, the following sharp inequality is found: for each \\(\\lambda > 4\\),  \\[ P\\{Y^* \\geq \\lambda\\} \\leq \\gamma e^{-\\lambda/4}, \\]  where \\(\\gamma = (8 + \\sqrt{2}) 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