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In this note we deal with the stochastic difference equation of the form Y
n+1 = AnYn
+ Bn
, n∊ℤ, where the sequence 
is assumed to be strictly stationary and ergodic. By means of simple arguments a unique stationary solution 
of this equation is constructed. The stability of the stationary solution is the second subject of investigation. It is shown that under some additional assumptions
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