%0 Journal Article
%A de Saporta, Benoîte
%T Tail of the stationary solution of the stochastic equation $ {Y}_{n+1}={a}_{n}{Y}_{n}+{b}_{n}$ with Markovian coefficients
%J Comptes Rendus. Mathématique
%D 2005
%P 55-58
%V 340
%N 1
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.crma.2004.11.018/
%R 10.1016/j.crma.2004.11.018
%G en
%F CRMATH_2005__340_1_55_0