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Cited article:

Large deviations for trajectory observables of diffusion processes in dimension d > 1 in the double limit of large time and small diffusion coefficient

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Large deviations for the Pearson family of ergodic diffusion processes involving a quadratic diffusion coefficient and a linear force

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Journal of Statistical Mechanics: Theory and Experiment 2023 (8) 083204 (2023)
https://doi.org/10.1088/1742-5468/ace431

Large deviations of the Lyapunov exponent in 2D matrix Langevin dynamics with applications to one-dimensional Anderson localization models

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Wigner–Smith matrix, exponential functional of the matrix Brownian motion and matrix Dufresne identity

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Journal of Physics A: Mathematical and Theoretical 53 (42) 425003 (2020)
https://doi.org/10.1088/1751-8121/aba215

Statistical inference for generalized Ornstein-Uhlenbeck processes

Denis Belomestny and Vladimir Panov
Electronic Journal of Statistics 9 (2) (2015)
https://doi.org/10.1214/15-EJS1063

Functionals of Brownian motion, localization and metric graphs

Alain Comtet, Jean Desbois and Christophe Texier
Journal of Physics A: Mathematical and General 38 (37) R341 (2005)
https://doi.org/10.1088/0305-4470/38/37/R01