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This second edition is a thorough revision, although the main features and the structure remain unchanged. It contains many additional applications and results, and more detailed discussion.
Harold J. Kushner is a University Professor and Professor of Applied Mathematics at Brown University. He has written numerous books and articles on virtually all aspects of stochastic systems theory, and has received various awards including the IEEE Control Systems Field Award.
G. George Yin is a Professor of Mathematics at Wayne State University. His research interests focus on applied stochastic processes and stochastic systems theory; he has been a major contributor to stochastic approximation theory.
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