A variety of diagnostics indicate the presence, in a hot magnetized plasma, of a wide spectrum of fluctuations, ñ, [tilde]E, [tilde]B, [tilde]T, which are probably due to microinstabilities. The theories of anomalous transport try to explain the observed transport in terms of the measured fluctuations. We consider some recent applications of stochastic methods to the study of plasmas in a turbulent state.