The models of turbulence tend to predict the statistical evolution of a field governed by a nonlinear equation with terms of forcing and dissipation. For hydrodynamic turbulence the velocity field is governed by the Navier-Stokes equation. To describe a stochastic weakly nonlinear wave field in interaction, the theory of wave turbulence gives us predictions for various statistical quantities. When a stochastic wave field is governed by an integrable equation, we talk about integrable turbulence. These different "turbulences" are still theoretical challenges. To better understand them, it is necessary to confront these theories with laboratory experiments. We performed during this thesis experimental studies of three nonlinear turbulent syst...