using css, what is the syntax to have a a list item remain looking to be hovered over when hovering over ths but item

If I have the following menu using the ul li.
 
<ul>
   <li>
        <ul>
               <li>
               </li>
         </ul>
     </li>
</ul>
 
If I hover over the first li,  and I change the back color to lets say red, then when I hover over the second li that is a level below the first, how do I keep the first li back-color to red.
 
What happens is that when I hover over the 2nd li, the first li resorts back to its original color though the menu stays open.
I know it is something like.
ul li ul li.open > ul
{
background-c ...