[1] de Acosta A. Large deviations for vector-valued Lévy processes.  Stochastic Process Appl, 1994, 51: 75--115

[2] Revuz D, Yor M. Continous Martigales and Brownian Motion. Berlin: Springer-Verlag, 1999

[3] Yor M, Zani M. Large dviations for the Bessel clock. Bernoulli, 2001, 7(2): 351--362

[4] Dembo A, Zeitouni O. Large Deviations Techniques and Applications. New York: Springer-Verlag, 1998

[5] Yor M. Some Aspects of Brownian Motion, Part I: Some Special Functionals. Lectures in Mathematics. Basel,  ETH, Z\"urich: Birkhäuser,  1992

[6]  Zani M. Large deviations for squared radial Ornstein-Uhlenbeck processes. Stochastic Processes and Their Applications, 2002, 102(1): 25--42

[7] George E A, Richard A, Ranjan R. Special Functions. Cambridge: Cambridge University Press, 1999

[8]  Gao Fuqing, Jiang Hui. Moderate deviations for squared radial Ornstein-Uhlenbeck process. Statistics and Probability Letters, 2009, 79(11): 1378--1386

[9]  Gao Fuqing, Jiang Hui. Deviation inequalities and moderate deviations for estimators of parameters in an Ornstein-Uhlenbeck process with linear drift. Elect Comm  Prob, 2009, 14: 210--223

[10]  Gao Fuqing, Jiang Hui,  Wang Baobin. Moderate deviations for parameter estimators in fractional Ornstein-Uhlenbeck process. Acta Math Sci, 2010, 30B(4): 1125--1133

[11]  Hu Y, Mckean H P. Rates of convergence of diffusions with Brownian potentials. Trans Amer Math Soc, 1999, 351(10): 3915--3934

[12]  Lynch J, Sethuraman J. Large deviations for processes with independent increments. Ann Probab, 1987, 15(2): 610--627

[13]  Warren J, Yor M. Skew-Products involving Bessel and Jaccobi processes. Technical Report, Statistics Groop, University of Bath, 1997