The book is focused on the recent developments on the mathematical theory of partial differential equations of kinetic type. During the last few years, this domain has received a lot of attention and has given rise to several developments. The use of general advanced mathematical tools (regularity theory, compactness averaging lemmas, dispersion lemmas) is described together with more introductory topics. They are used to analyze the Boltzmann equation and its various hydrodynamical limits : convergence towards the Euler equations of incompressible fluids, models or scallings which allow to recover parabolic or hyperbolic limits. The last part in this book concerns the derivation of kinetic equations in the limit of large systems of interacting particles. Here, the purpose is to justify rigorously the so-called Boltzmann-Grad limit which allows to recover kinetic equations from the BBGKY hierarchy.