Langevin equation, Markovian process, multiplicative noise, Fokker-Planck equation, Schwinger-Keldysh formalism and much more... During this seminar, almost organised as a lecture, you will embark on a journey into the world of stochastic processes, with focus on their applications in the early Universe in the context of so-called stochastic inflation. We will begin by discussing how stochasticity emerges from the coarse-graining procedure, necessary to describe the effective dynamics of the largest cosmological scales that are affected by the quantum nature of the small-scale fluctuations.