Résumé : In this talk, I will introduce our recent progress on extrapolation theory. In the linear case, the extrapolation theory is well understood. However, in the multilinear case, the extrapolation was only known for product $A_p$ weights. The multilinear $A_\vec P$ weight, which was introduced in 2009, no extrapolation theory was known before. In this talk, I will give a full solution to this problem. As applications, we can improve the weighted estimates for the bilinear Hilbert transform, the multilinear Marcinkiewicz-Zygmund inequality etc. This talk is based on joint work with José María Martell and Sheldy Ombrosi.