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An adapted and integrable real-valued process \\((g_n:n \\in \\mathbb{N})\\) is called differentially subordinate to another adapted and integrable real-valued process \\((f_n:n \\in \\mathbb{N})\\) if a.s. \\(|g_n-g_{n-1}|\\leq |f_n - f_{n-1}|\\). If \\(\\alpha \\in [0,1]\\), then \\(g\\) is called \\(\\alpha\\)-strongly subordinate to \\(f\\) if it is differentially subordinate to \\(f\\) and if further  \\[  |\\operatorname{E}(g_{n+1}-g_n|\\mathcal{F}_n)| \\leq \\alpha |\\operatorname{E}(f_{n+1}-f_n|\\mathcal{F}_n)|.  \\]   The first main result of the paper is that for martingales \\(f\\) and \\(g\\), where \\(g\\) is differentially subordinate to \\(f\\), it holds for all \\(p\\geq 2\\)  \\[  \\| \\max_{k\\leq n} |g_k|\\|_{L^p} \\leq p \\| f \\|_{L^p},  \\]  and the constant \\(p\\) is optimal. This statement follows from a previous result by Burkholder in combination with Doob's maximal inequality; however, the optimality of the constant is new.  The second main result is that, if \\(f\\) is a non-negative submartingale and if \\(g\\) is \\(\\alpha\\)-strongly subordinate to \\(f\\), then, for all \\(p\\geq 2\\),  \\[  \\| \\max_{k\\leq n} |g_k|\\|_{L^p} \\leq (\\alpha+1)p \\| f \\|_{L^p}  \\]  holds, and the constant \\((\\alpha+1)p\\) is optimal.  This is then applied to stochastic integrals and to It\u00f4 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