We introduce Markovian cocycle perturbations of the groups of transformations associated with classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events of the past. The Markovian cocycle perturbations of the Kolmogorov flows associated with the classical and quantum noises result in the perturbed group of transformations which can be decomposed into the sum of two parts. One part in the decomposition is associated with a deterministic stochastic process lying in the past of the initial process, while another part is associated with the noise isomorphic to the initial one. This construction can be considered as some analog of the Wold decomposition for classical stationary processes excluding a nondeterministic part of the process in the case of the stationary quantum stochastic processes on the von Neumann factors which are the Markovian perturbations of the quantum noises. For the classical stochastic process with noncorrelated increments, the model of Markovian perturbations describing all Markovian cocycles up to a unitary equivalence of the perturbations has been constructed. Using this model, we construct Markovian cocycles transforming the Gaussian state ρ to the Gaussian states equivalent to ρ.