This paper provides a literature review of some of the most important concepts, techniques, and methodologies used within autonomous car systems. Specifically, we focus on two aspects extensively explored in the related literature: tracking, i.e., identifying pedestrians, cars or obstacles from images, observations or sensor data, and prediction, i.e., anticipating the future trajectories and motion of other vehicles in order to facilitate navigating through various traffic conditions. Approaches based on deep neural networks and others, especially stochastic techniques, are reported.