We show that the classical A_infinity condition is not sufficient for a lower square function estimate in the non-homogeneous weighted L^2 space. We also show that under the martingale A_2 condition, an estimate holds true, but the optimal power of the characteristic jumps from 1 / 2 to 1. This is in a sharp contrast to recent positive results in this direction on the discrete time non-homogeneous martingale transforms. Joint work with Domelevo, Ivanisvili, Treil, Volberg while in residence at MSRI.