Markovian approximation is a widely-employed idea in descriptions of the dynamics of open quantum systems (OQSs). Although it is usually claimed to be a concept inspired by classical Markovianity, the term quantum Markovianity is used inconsistently and often unrigorously in the literature. In this report we compare the descriptions of classical stochastic processes and quantum stochastic processes (as arising in OQSs), and show that there are inherent differences that lead to the non-trivial problem of characterizing quantum non-Markovianity.