The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation. We then show how different scales may lead to different qualitative approximations, either ODEs or SDEs. The prototypes of these equations are the logistic (deterministic) equation and the logistic Feller diffusion process. The convergence in law of the sequence of processes is proved by tightness-uniqueness argument. In these large population approximations, the competition between individuals leads to nonlinear drift terms. We then focus on models without interaction but including exceptional events due either to demographic stochasticity or to environmental stochasticity. In the first case, an individual may have a large number of offspring and we introduce the class of continuous state branching processes. In the second case, catastrophes may occur and kill a random fraction of the population and the process enjoys a quenched branching property. We emphasize on the study of the Laplace transform, which allows us to classify the long time behavior of these processes. In the second chapter, we model structured populations by measure-valued stochastic differential equations. Our approach is based on the individual dynamics. The individuals are characterized by parameters which have an influence on their survival or reproduction ability. Some of these parameters can be genetic and are inheritable except when mutations occur, but they can also be a space location or a quantity of parasites. The individuals compete for resources or other environmental constraints. We describe the population by a point measure-valued Markov process. We study macroscopic approximations of this process depending on the interplay between different scalings and obtain in the limit either integro-differential equations or reaction-diffusion equations or nonlinear super-processes. In each case, we insist on the specific techniques for the proof of convergence and for the study of the limiting model. The limiting processes offer different models of mutation-selection dynamics. Then, we study two-level models motivated by cell division dynamics, where the cell population is discrete and characterized by a trait, which may be continuous. In 1 particular, we finely study a process for parasite infection and the trait is the parasite load. The latter grows following a Feller diffusion and is randomly shared in the two daughter cells when the cell divides. Finally, we focus on the neutral case when the rate of division of cells is constant but the trait evolves following a general Markov process and may split in a random number of cells. The long time behavior of the structured population is then linked and derived from the behavior a well chosen SDE (monotype population).