What is the best way to keep health insurance when changing jobs.?

I have been fighting cancer for 7 years now and i am also in the middle of changing jobs. My current employer has given me health insurance but when i change jobs the 60 day probation period will put a gap in my insurance coverage. Since i have pre-existing condition for the new employer's insurance a gap of coverage means they can deny me or charge me a lot of money for coverage and not to mention the treatment will not be able to continue without insurance. What are my options about this problem, I live in louisiana. Thanks
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You can either COBRA your insurance from your previous employer(a very expensive proposition. They can charge up to 125% of cost) or check with insurance companies, such as State Farm, etc..
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