Suppose $f: X \to Y $ is a scheme map with $ f(x) = y $. I want to show that $$ \mathcal{O}_{X, x}/\mathfrak{m}y \, \mathcal{O}_{X,x} \simeq \mathcal{O}_{X_y, x}. $$
Since the question is local, I assume that $ X = \text{Spec}(B) $, $ Y = \text{Spec}(A) $, $ \mathfrak{p} $ corresponds to $ y $ and $ \mathfrak{q} $ corresponds to $ x $, so the map of stalks is $ A_\mathfrak{p} \to B_\mathfrak{q} $. Now the LHS corresponds to $ B_\mathfrak{q} / \mathfrak{p} B_\mathfrak{q} $ while I'm not so sure about the RHS but I think it is $$ B \otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p} $$ localized at the prime ideal generated by $\mathfrak{q} $. Now I don't know how to show these two rings are isomorphic. I would appreciate if someone can give hints or points to references about these results since I'm not familiar with them. Thanks.
I will put my solution.
First as you said, everything is local so we can assume $X=\text{Spec}(B)$ and $Y=\text{Spec}(A)$ and we change the notation to $x=\mathfrak{q}$, $y=\mathfrak{p}$.
Now as $\text{Spec}(k(y))=\text{Spec }A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}$ and $X\times_Y \text{Spec}(k(y))=\text{Spec}(B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p})$ we have the cartesian diagram
$$\require{AMScd} \begin{CD} \text{Spec}(B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}) @>>> \text{Spec}(A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}) \\ @VVV @VVV\\ \text{Spec}(B) @>>> \text{Spec}(A) \end{CD}$$
But now as $\text{Spec}(A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p})\rightarrow \text{Spec}(A)$ is a universal topological embedding (see for example Görtz and Wedhorn Remark 4.21) we have that $\text{Spec}(B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p})\rightarrow \text{Spec}(B)$ is a homeomorphism onto $X_y$, in particular $x\in X_y$ correspond to the unique $\tilde{\mathfrak{q}}$ such that its preimage is $\mathfrak{q}$ under $B\rightarrow B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}$. Hence we have $$\mathcal{O}_{X_y,x}=(B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p})_\tilde{\mathfrak{q}}.$$
Finally as the multiplicative system of $\tilde{\mathfrak{q}}$ in $B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}$ is equal to the multiplicative system induced by localization at $\mathfrak{q}$ as a $B$-algebra we have:
$$\begin{align}\mathcal{O}_{X_y,x} =& (B\otimes_A A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p})_\tilde{\mathfrak{q}} \\ =& ( A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}\otimes_A B)\otimes_B B_\mathfrak{q} \\ =& A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}\otimes_A B_\mathfrak{q} \\ =& A_\mathfrak{p}/\mathfrak{p}A_\mathfrak{p}\otimes_{A_\mathfrak{p}} B_\mathfrak{q}\\ =& B_\mathfrak{q}/\mathfrak{p}B_\mathfrak{q} \\ =& \mathcal{O}_{X, x}/\mathfrak{m}y \, \mathcal{O}_{X,x} \end{align}$$