In this thesiswe study two important families of polynomials calledHermite and Laguerrernpolynomials. These special functions, like so many others functions arise as solutions of ordinaryrndifferential equations and have many interesting orthogonality properties. We prove somernproperties of the Hermite and Laguerre polynomials. These polynomials can be given throughrngenerating functions and Rodrigues formulae.