  In the paper, we consider a stochastic hybrid Korteweg - de Vries - Burgers
type equation with multiplicative noise in the form of cylindrical Wiener
process. We prove the existence of a martingale solution to the equation
studied. The proof of the existence of the solution is based on two
approximations of the considered problem and the compactness method. First, we
introduce an auxiliary problem corresponding to the equation studied. Then, we
prove the existence of a martingale solution to this problem. Finally, we show
that the solution of the auxiliary problem converges, in some sense, to the
solution of the equation under consideration.
