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The author gives various rates of increase of \\(M_t\\) as \\(t\\to \\infty\\) under the different restrictions on \\(|\\Delta M|\\) and \\(\\langle M\\rangle\\). One of the results: let \\(|\\Delta M|\\leq H(\\langle M\\rangle/\\text{LLg}\\langle M\\rangle)^{1/2}\\) a.s., where \\(H\\) is a predictable process. Then  \\[ \\{\\langle M\\rangle_\\infty= \\infty\\}\\subset \\Biggl\\{\\limsup_{t\\to \\infty} {|M_t|\\over \\sqrt{2\\langle M\\rangle_t\\text{LLg}\\langle M\\rangle_t}}\\leq a(K)\\Biggr\\}\\quad\\text{a.s.}, \\]  where \\(\\text{LLg } x= \\log(\\log(x\\vee e^e))\\), \\(K= \\limsup_{t\\to\\infty} H(t)\\), \\(a(K)\\) is the unique solution of the equation \\(a^2\\psi(\\sqrt 2 aK)= 1\\), \\(\\psi (x)= {2(1+ x)\\log(1+ x)- 2x\\over x^2}\\), \\(x> 0\\), and \\(a(\\infty)= \\infty\\). The asymptotic behavior of stochastic integrals \\(X= B\\cdot M\\) for a predictable process \\(B\\) is investigated in terms of \\(|\\Delta M|\\) and the rates of increase of \\(B\\). In the last chapter the author gives some examples how to get the convergence rates of different estimators in the statistics of stochastic processes, such as \\(\\text{AR}(1)\\) model, Poisson process, gamma 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