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Currently I'm reading about the Windows API's like CreateProcess and others.

Also I took a look into the Source of the Powershell Script which used the MS16-032 vulnerability.

My Question is: Which ways can you take to find such vulnerabilities in the API's or general to find things like this?

I watched Videos about Windows Kernel vulnerabilities, but can't find any good Documentation where this is described.

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Userland:

understand how the Windows native API works, e.g. something like (and probably not accurate): ZwCreateProcess -> NTCreateProcess -> CreateProcess https://undocumented.ntinternals.net/ https://www.google.com/shopping/product/10794697035904501181?q=native+api+book&biw=1486&bih=811&sa=X&ved=0ahUKEwjFzNPlkLLWAhVkJcAKHdwGDRYQ8wIIgwMwAA

Windows Internals: https://www.amazon.com/Windows-2000-Native-API-Reference/dp/1578701996

You'll also want to know x86/x64 calling conventions (STDcall), e.g. how arguments are passed and return values.

Last, what the OS expects and how the return values are used.

Ring0:

Uninformed.org has a good writeup: http://uninformed.org/index.cgi?v=10&a=2

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