Theoretical and observational work show that jets from AGN can trigger star formation. However, in the Milky Way the first -and so far- only clear case of relativistic jets inducing star formation has been found in the surroundings of the microquasar GRS 1915+105. Here we summarize the multiwavelength observations of two compact star formation IRAS sources axisymmetrically located and aligned with the position angle of the sub-arcsec relativistic jets from the stellar black hole binary GRS 1915+105 (Mirabel & Rodríguez 1994). The observations of these two star forming regions at centimeter (Mirabel & Rodríguez 1998), millimeter and infrared (Chaty et al. 2001) wavelengths had suggested -despite the large uncertainties in the distances a decade ago- that the jets from GRS 1915+105 are triggering along the radio jet axis the formation of massive stars in a radio lobe of bow shock structure. Recently, Reid et al. (2014) found that the jet source and the IRAS sources are at the same distance, enhancing the evidence for the physical association between the jets from GRS 1915+105 and star formation in the IRAS sources. We conclude that as jets from AGN, jets from microquasars can trigger the formation of massive stars, but at distances of a few tens of parsecs. Although star formation induced by microquasar jets may not be statistically significant in the Milky Way, jets from stellar black holes may have been important to trigger star formation during the re-ionization epoch of the universe (Mirabel et al. 2011). Because of the relative proximity of GRS 1915+105 and the associated star forming regions, they may serve as a nearby laboratory to gain insight into the physics of jet-trigger star formation elsewhere in the universe.