This book covers a variety of problems, and offers solutions to some, in: * Statistical state and parameter estimation in nonlinear stochastic dynamical system in both the classical and quantum scenarios * Propagation of electromagnetic waves in a plasma as described by the Boltzmann Kinetic Transport Equation * Classical and Quantum General Relativity It will be of use to Engineering undergraduate students interested in analysing the motion of robots subject to random perturbation, and also to research scientists working in Quantum Filtering.