1.
Kalman filtering with random coefficients and contractions
Source     SIAM Journal on Control and Optimization archive
Volume 31 ,  Issue 4  (July 1993) table of contents
Pages: 942 - 959  
Year of Publication: 1993
ISSN:0363-0129

2.

Stationarity of Garch processes and of some nonnegative time series
Bougerol, Philippe
Picard, Nico
Journal of Econometrics.
Volume (Year): 52 (1992)
Issue (Month): 1-2 ()
Pages: 115-127
http://www.sciencedirect.com/science/article/B6VC0-458298B-10/2/786d6ea7c66e5de63b9f639cede6150a

4.
BRANDT, A. (1986)
The stochastic equation Y,,=A, Y, + B, with stationary coefficients. Adv. Appl. Prob. 18, 211-220.
http://www.jstor.org/pss/1427243