The eq.is considered, with (ztbeing a stationary process inandThe existence of solutions (*) to such that (xt,zt) is stationary is investigated. Strong and weak stationary solutions are considered. it is shown that if weak stationary solutions exist so do strong stationary solutions, the necessary and sufficient condition for existence being the a.s. Caesaro convergence asto a rendom processL(u),such thatL(u) is a.s. a characteristic function.