Often considered separated worlds, classical and quantum mechanics share numerous connections with one another. Indeed, as classical mechanics corresponds to a limiting case of quantum mechanics, certain concepts and elements of physical intuition developed in one theory can be and have been used to tackle issues in the other. Nevertheless, these connections do not only cover conceptual issues but also numerous techniques. Indeed, the inherently probabilistic nature of quantum mechanics and its close resemblance to Markovian stochastic processes opens the door to the application of a broad range of powerful methods, initially developed for quantum mechanics, in classical equilibrium and non-equilibrium statistical mechanics. In this thesis ...