  Nonlinear PDEs, mean value properties, and stochastic differential games are
intrinsically connected. In this short expository note, we will describe how
the solutions to certain PDEs (of $p$-Laplacian type) can be interpreted as
limits of values of a specific Tug-of-War game, when the step-size $\epsilon$
determining the allowed length of move of a token, decreases to $0$.
