The methods of modern theory of stochastic processes appear to provide
a useful tool for transport theory in magnetized plasmas. The Langevi
n equation formalism provides important, but limited information about
diffusive processes. A quite promising new approach to modelling comp
lex situations, such as transport in incompletely destroyed magnetic s
urfaces, is provided by the theory of Continuous Time Random Walks (CT
RW), which is presented in some detail. A test problem is discussed in
detail: transport of particles in a fluctuating magnetic field, in th
e limit of infinite perpendicular correlation length. The well-known s
ubdiffusive behavior of the Mean Square Displacement (MSD), proportion
al to t(1/2), is recovered by a CTRW, but the complete density profile
is only recovered under some additional conditions. The quasilinear a
pproximation of the kinetic equation has the form of a non-markovian d
iffusion equation and can thus be generated by a CTRW. Finally, a new
iterative map, called ''tokamap'' is presented and its relation to tra
nsport and CTRW is displayed.