The authors consider a quantum system with a finite number N of states and show that a Markov process evolving in an 'extended' discrete phase space can be associated with the discrete Wigner function of the system. This Wigner function is built using the Weyl quantisation procedure on the group Z N *Z N . Moreover, the authors can use this process to compute the quantum mean values as probabilistic expectations of functions of this process. This probabilistic formulation can be seen as a stochastic mechanics in phase space.