Human activities have a profound impact on marine ecology in Greenland. In this presentation, I will focus on a study of the impact of these anthropogenic activities on narwhals, one of the endemic species of whales in Greenland. I will present different stochastic models to analyze the data from this study: point process with memory, stochastic Langevin diffusions, stochastic diffusions in a constraint domain. I will discuss more in detail the diffusion processes which can be multidimensional, hypoelliptic (with a degenerate noise) and partially observed. I will discuss the question of parameter estimation when only discrete observations are available. New estimation methods involve numerical schemes called splitting schemes, that prove to be numerically very stable.