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In the paper, we consider a stochastic hybrid Korteweg - de Vries - Burgerstype equation with multiplicative noise in the form of cylindrical Wienerprocess. We prove the existence of a martingale solution to the equationstudied. The proof of the existence of the solution is based on twoapproximations of the considered problem and the compactness method. First, weintroduce an auxiliary problem corresponding to the equation studied. Then, weprove the existence of a martingale solution to this problem. Finally, we showthat the solution of the auxiliary problem converges, in some sense, to thesolution of the equation under consideration.

Martingale solution of stochastic hybrid Korteweg - de Vries - Burgers equation