Geodesic
The stability and ergodicity of the solutions of a stochastic matrix Riccati equation
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 31 (1976) no. 3 
M. H. Zakhar-Itkin. The stability and ergodicity of the solutions of a stochastic matrix Riccati equation. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 31 (1976) no. 3. http://geodesic.mathdoc.fr/item/RM_1976_31_3_a13/
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     title = {The stability and ergodicity of the solutions of a~stochastic matrix {Riccati} equation},
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[1] M. Kh. Zakhar-Itkin, “Matrichnoe differentsialnoe uravnenie Rikkati i polugruppa drobno-lineinykh preobrazovanii”, UMN, 28:3 (1973), 83–120 | MR | Zbl

[2] M. Kh. Zakhar-Itkin, “Ob odnom klasse granichnykh zadach, imeyuschem primeneniya v teorii mnogovolnovykh linii peredachi”, UMN, 25:5 (1970), 241–242 | MR | Zbl

[3] M. Kh. Zakhar-Itkin, “O statistike koeffitsienta otrazheniya dissipativnoi mnogovolnovoi linii peredachi so sluchainymi dlinami proletov”, Teoriya veroyat. i ee primen., 18:2 (1973), 289–302 | MR | Zbl