Consider a non-negative continuous process $X = \left (X_t \right)_ {t\geq 0}$ satisfying $ \mathbb E \left \{ \bar X \right\}< \infty $ (where $ \bar X =\sup _{0\leq t \leq T} X_t $) and its Snell envelope
$$ \hat {X_\theta} = \underset {\tau \in \mathcal T _{\theta,T} } {\text{ess sup}} \ \mathbb E \left\{ X_\tau | \mathcal F_\theta \right \}$$
I'd like to understand how justify the following inequality:
$$\mathbb E \left\{ \sup_{0\leq t \leq T} \hat X_t^p\right \} \leq \mathbb E \left\{ \sup_{0\leq t \leq T} \bar X_t^p\right \} $$
where $\bar X_t = \mathbb E \left\{ \bar X | \mathcal F_t \right \}$