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This thesis presents a combined experimental and theoretical study of the classical and quantum magnetization dynamics in single magnetic adatoms and molecules, and on the classical and quantum coherent control thereof. First, a detailed description of the methods and in particular electron spin resonance scanning tunneling spectroscopy is given. Next, we give a detailed account of how to experimentally update a standard scanning tunneling microscope for such experiments, which ultimately lead us to set up the world's second microscope with such capabilities. Subsequently, we show how we iteratively improved the setup, and how we were able to achieve a transmission of radiofrequency voltages to the tunneling junction with almost no additional losses beyond the intrinsic limitations of the materials used, a great improvement compared to most setups presently in use.Afterwards, we apply this technique to the metal-organic complex iron phthalocyanine. On MgO, we find it to form a spin-1/2 system, and we demonstrate quantum coherent control thereof, and investigate the magnetic interaction between surface-adsorbed molecules. Furthermore, we use this technique to experimentally demonstrate the magnetic stability of Dy adatoms on MgO. We find that this system, by several metrics, represents the worlds most stable single atom magnet discovered thus far. Using the capability of scanning tunneling microscopes to perform atomic manipulation, we ensemble atomically precise Dy nanostructures. By classically controlling the magnetic orientation of the Dy atoms, we are thus able to store information long-term in single adatoms and nanostructures even in absence of an external field, and create nanomagnets and local magnetic fields with unprecedented precision and stability.Finally, we investigate the magnetic properties of Ho/MgO. Depending on the precise adsorption site and charge configuration, we find either long lifetimes in the case of top-site 4f10 Ho, which was recently discovered as world's first single atom magnet, or fast sub-barrier relaxation due to strongly mixed quantum states. Using a novel theoretical approach, we are able to disentangle the different contributions of the individual species measured in ensemble-averaging X-ray absorption studies, and lift the discrepancies between previous X-ray and scanning tunneling microscopy based studies on Ho/MgO. By theoretically describing the perturbing effects of the experimental probes driving the spin degree of freedom out of thermal equilibrium, we are able to explain the measured dynamics in good agreement with the experimental data.