Who draws a card if my opponent has stolen control of Pelakka Wurm when it dies?
Your opponent would draw the card. When an ability triggers, what matters is who controlled the object with the ability (in this case the Pelakka Wurm) when it triggered. With &quot;dies&quot; triggers, what matters is who controlled it just before it died.

112.8. The controller of an activated ability on the stack is the player who activated it. The controller of a triggered ability on the stack (other than a delayed triggered ability) is the player who controlled the ability's source when it triggered, or, if it had no controller, the player who owned the ability's source when it triggered. To determine the controller of a delayed triggered ability, see rules 603.7d–f.
603.6d Normally, objects that exist immediately after an event are checked to see if the event matched any trigger conditions. Continuous effects that exist at that time are used to determine what the trigger conditions are and what the objects involved in the event look like. However, some triggered abilities must be treated specially. Leaves-the-battlefield abilities, abilities that trigger when a permanent phases out, abilities that trigger when an object that all players can see is put into a hand or library, abilities that trigger specifically when an object becomes unattached, abilities that trigger when a player loses control of an object, and abilities that trigger when a player planeswalks away from a plane will trigger based on their existence, and the appearance of objects, prior to the event rather than afterward. The game has to “look back in time” to determine if these abilities trigger.