We apply the Langevin Stochastic Equations LSE to study vertical mixing in the ocean, PBL and stars. In the first case, we derive the algebraic form of two key variables, heat and momentum turbulent diffusivities. We also derive the 3D equations governing the case of mixing due to shear, vorticity, heat and salt. In the 1D case, we present the explicit solutions for the important case of Salt Fingers for which there are data to assess the model predications. The case of Diffusive Convection is also discussed. Carbon-cycle studies that are an important ingredient of future climate studies, require the vertical diffusivity of a passive tracer that, not being available thus far, was often identified with that of salt which we show is not correct. A passive tracer diffusivity is then presented. As for stars, we consider thermal convection, overshooting and the angular momentum problem that has risen from helioseismology. Overflows by gravity currents and deep convection are discussed for which the present analysis offers improvements. In the case of the PBL, we present the results of the most updated turbulence model.