Motivated by applications in systems biology, we seek a probabilistic framework based on Markov processes to represent intracellular processes. We review the formal relationships between different stochastic models referred to in the systems biology literature. As part of this review, we present a novel derivation of the differential Chapman-Kolmogorov equation for a general multidimensional Markov process made up of both continuous and jump processes. We start with the definition of a time-derivative for a probability density but place no restrictions on the probability distribution, in particular, we do not assume it to be confined to a region that has a surface (on which the probability is zero). In our derivation, the master equation gives the jump part of the Markov process while the Fokker-Planck equation gives the continuous part. We thereby sketch a {}``family tree for stochastic models in systems biology, providing explicit derivations of their formal relationship and clarifying assumptions involved.
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