how can i cope up with anxiety?

anxiety sometimes is hard to control though i reli wanted to be calm but i cant help it..i have tried going from one doctor to another but still right now im still confused....sometimes i think i am suffering from depression...which is also sometimes related to olfactory hallucinations....i reli wanted to ask questions if it is olfactory hallucinations that i am going through right now...for sometimes i can smell things.."like rubber,smoke,,odorous things specially when i am in travel but the person who accompanied me insisted that they dont exist..that it is only me who can smell it..i reli need help....when i started te smell those things anxiety sets in..and then depression follows....