  We investigate the distribution and multiple occurrences of extreme events
stochastic processes constructed by sampling the solution of a Stochastic
Differential Equation on $\mathbb{R}^n$. We do so by studying the action of an
annealead transfer operators on ad-hoc spaces of probability densities. The
spectral properties of such operators are obtained by employing a mixture of
techniques coming from SDE theory and a functional analytic approach to
dynamical systems.
