  The objective is the interplay between stochastic processes and partial
differential equations. To be more precise, we focus on the connection between
the nonlinear p-Laplace equation, and the stochastic game called tug-of-war
with noise. The connection in this context was discovered roughly 15 years ago,
and has provided novel insight and approaches ever since. These lecture notes
provide a short introduction to the topic and to more research oriented
literature. We also introduce the parabolic case side by side with the elliptic
one, and cover some parts of the regularity theory.
