The Relation Between the Two Methods for Describing Markovian Noises

A general method used to calculate the time-dependent probability distribution from the switching time distribution and the transition probability for Markovian noises is presented, and the way how to describe the noises treated as diffusion processes such as noise by the jump model (namely, and ) is given, which makes it possible to apply the stochastic trajectory technique and the definition method to the above noises.