Quantum trajectory techniques have been used in the theory of open systems as a starting point for numerical computations and to describe the monitoring of a quantum system in continuous time. We extend this technique to develop a general approach to the dynamics of quantum/classical hybrid systems. By using two coupled stochastic differential equations, we can describe a classical component and a quantum one which have their own intrinsic dynamics and which interact with each other. A mathematically rigorous construction is given, under the restriction of having a Markovian joint dynamics and of involving only bounded operators on the Hilbert space of the quantum component. An important feature is that, if the interaction allows for a flow of information from the quantum component to the classical one, necessarily the dynamics is dissipative. We show also how this theory is connected to a suitable hybrid dynamical semigroup, which reduces to a quantum dynamical semigroup in the purely quantum case and includes Liouville and Kolmogorov-Fokker-Plank equations in the purely classical case. Moreover, this semigroup allows to compare the proposed stochastic dynamics with various other proposals based on hybrid master equations. Some simple examples are constructed in order to show the variety of physical behaviours which can be described; in particular, a model presenting hidden entanglement is introduced.