For a long time, exact results in thermodynamics were only possible in linear systems capable of reaching equilibrium, leaving other questions like the Loschmidt paradox unsolved. During the last few decades fresh approaches have revealed general laws applicable to non-equilibrium system which are described by nonlinear equations, pushing the range of exact thermodynamic statements beyond the realm of traditional linear solutions. These exact results are particularly relevant for small systems where appreciable (typically non-Gaussian) fluctuations occur. Thanks to stochastic thermodynamics it is now possible to accurately predict distribution functions of thermodynamic quantities relating to exchanged heat, applied work or entropy production for these systems.